Re: [R] Forecasting observations in ARFIMA

2008-05-01 Thread Giovanni Petris
Do you really need the 'F' in ARFIMA(2,1,0)? > Date: Wed, 30 Apr 2008 20:45:44 -0700 (PDT) > From: Jill Elizabeth <[EMAIL PROTECTED]> > Sender: [EMAIL PROTECTED] > Precedence: list > DomainKey-Signature: a=rsa-sha1; q=dns; c=nofws; s=s1024; d=yahoo.com; > > I would like to compute the next 15 ob

[R] Forecasting observations in ARFIMA

2008-04-30 Thread Jill Elizabeth
I would like to compute the next 15 observations for an ARFIMA(2,1,0) model along with confidence intervals. Can someone provide code? Many thanks. Jill [[elided Yahoo spam]] _