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arfima in matlab

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DogonMatrix
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Joined: August 1st, 2002, 12:30 pm

arfima in matlab

July 7th, 2005, 6:03 pm

does anyone have a code for estimation of arfima models ? in matlab
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matthewcroberts
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Joined: October 18th, 2001, 7:52 pm

arfima in matlab

July 7th, 2005, 6:09 pm

I don't, but I have code for FIGARCH, which you might be able to strip out & put into arma code to estimate arfima models.Matt.
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DogonMatrix
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Joined: August 1st, 2002, 12:30 pm

arfima in matlab

July 7th, 2005, 7:19 pm

thanks could you pm me the code ?
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dulip
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Joined: July 7th, 2005, 9:05 am

arfima in matlab

October 10th, 2005, 12:02 pm

HiI'm trying to code figarch using R. Would it be possible for you to mail me your algorithm\code?Thanks.
Last edited by dulip on October 9th, 2005, 10:00 pm, edited 1 time in total.
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loshini
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Joined: March 23rd, 2005, 6:59 am

arfima in matlab

October 10th, 2005, 12:04 pm

Hi, Could you please e-mail me the code for Figarch.(loshinif@yahoo.com)thx,loshini.
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