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arfima in matlab
Posted: July 7th, 2005, 6:03 pm
by DogonMatrix
does anyone have a code for estimation of arfima models ? in matlab
arfima in matlab
Posted: July 7th, 2005, 6:09 pm
by matthewcroberts
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.
arfima in matlab
Posted: July 7th, 2005, 7:19 pm
by DogonMatrix
thanks could you pm me the code ?
arfima in matlab
Posted: October 10th, 2005, 12:02 pm
by dulip
HiI'm trying to code figarch using R. Would it be possible for you to mail me your algorithm\code?Thanks.
arfima in matlab
Posted: October 10th, 2005, 12:04 pm
by loshini
Hi, Could you please e-mail me the code for Figarch.(
loshinif@yahoo.com)thx,loshini.