Displaying 1 result from an estimated 1 matches for "frima".
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arima
2011 Feb 02
1
Acf of Frima
Hello,
I am trying to calculate the autocovariance matrix for any general
farima(p,d,q) with
p,q > 1. Could anyone give an idea how to implement in R or if there
is any package for this?
thank you beforehand.
Jose.