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.

Reply via email to