ARFIMA(p,d,q) estimator 1.0

Date Added: July 12, 2013 | Visits: 252

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ARFIMA(p,d,q) maximum likelihood estimators:- Whittle estimator- Exact maximum likelihood estimator-and some other,possibly useful functions,forecasting included.I've yet to implement the prediction error bands calculation (as one can judge from the screenshot).

Requirements: No special requirements

Platforms: Matlab

Keyword: Implemented, Notice, Performance, Speed

Users rating: 0/10

License: Shareware

Size: 10 KB

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