Hi, How can I obtain the residuals of my long memory model:
x.fd = fracdiff(dif, nar=1, nma=2, M=30) There is no function as acf() as for arima or garch models... Many thanks Ana [[alternative HTML version deleted]] ______________________________________________ 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.