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Sebastian Kruk

2010-Jul-19 17:22 UTC

[R] Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model

Hi, are there any library to estima a fractionally integrated
ARFIMA-STVGARCH model? You can read about it in
http://www.greqam.fr/IMG/working_papers/2008/2008-36.pdf

Thanks,

Sebasti?n.

R help - Jul 2010 - Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model

[R] Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model