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07/05/13 07:22am

I am able to estimate parameters of AR, MA, ARMA by the function EstimatedProcess. However, with regard to FARIMA models, the function outputs the estimated parameter only in case of FARIMA(0,d,0). Why does not the function return me the estimated parameters with FARIMA (a,d,b), where the integers a,b are a>=1 or b>=1?

Thanks in advance.

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Author Date Posted
FARIMA models alessandro 07/05/13 07:22am
Re: FARIMA models Forum Modera... 07/05/13 5:39pm
Re: Re: FARIMA models alessandro 07/08/13 04:18am
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