Hello, I am trying to estimate an arfima model with R.
fracdiff(rdu, nar = 2, nma = 2, ar = rep(NA, max(nar, 1)), ma = rep(NA, max(nma, 1)), dtol = NULL, drange = c(0, 0.5), h, M = 100). The procedure give the message: Error in ar[is.na(ar)] <- 0 : object "nar" not found What can I do? With regards, Dorina LAZAR ______________________________________________ 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.
