[R] question on FARIMA innovations

From: <otunno_at_CLEMSON.EDU>
Date: Wed, 09 Jul 2008 14:26:28 -0400 (EDT)

Hello everyone -

I am currently modeling some data with ARIMA(p,d,q), and have successfully used the "fracdiff" package to obtain estimates for d and the ARMA parameters. However, I don't know how to get fracdiff to obtain innovations for me. Can fracdiff even do this? Can any other package?

Please help me if you can, and thank you for your time.

Ferebee Tunno

R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 09 Jul 2008 - 18:55:57 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 09 Jul 2008 - 19:31:11 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive