How do I estimate in-sample predictions of an ARFIMA model ?

2 Ansichten (letzte 30 Tage)
Fox
Fox am 14 Jul. 2018
Hello, does anybody know how to do in-sample predictions of an ARFIMA(p,d,q) model, meaning how do I get yfit and is it even possible ? The ARFIMA model I am using has the values ARFIMA(0.4,0.352,0.7). Do I need to simulate an ARFIMA process with this variables and compare it then to my true data X, which I used before to get the estimates for p,q,d??
Thanks for your help.

Antworten (0)

Kategorien

Mehr zu Conditional Mean Models finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by