I noticed that both in the fArma and fracdiff packages it is not possible to predict an object fitted with an ARFIMA model. Moreover, the ox link is no more available. However, is it possible to find the coefficient d of differentiation of a time series, and then predict the time series by apply an arma model to the filtered time series ??
Are there better or other methods to predict ARFIMA models ? -- View this message in context: http://www.nabble.com/predict-arfima-tp17621431p17621431.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
