[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.

Respectfully,
Ferebee Tunno



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