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- March 17th, 2006, 2:25 am
- Forum: Technical Forum
- Topic: ARFIMA fitting in MATLAB
- Replies: 1
- Views: 115871
ARFIMA fitting in MATLAB
<r>Greetings,Does anyone have a MATLAB code to fit an ARFIMA process to a given time series? Any help would be much appreciated. Thanks.Basically I need to find the most appropriate model to fit a process with long memory, so I guess ARFIMA would do it, just that I don't have the code, and the GARCH...
- March 17th, 2006, 2:25 am
- Forum: Numerical Methods Forum
- Topic: ARFIMA code for MATLAB
- Replies: 0
- Views: 117876
ARFIMA code for MATLAB
<r>Greetings,Does anyone have a MATLAB code to fit an ARFIMA process to a given time series? Any help would be much appreciated. Thanks.Basically I need to find the most appropriate model to fit a process with long memory, so I guess ARFIMA would do it, just that I don't have the code, and the GARCH...