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 ?
What can I do?
With regards,
Aliasghar Talaei
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