How do I estimate in-sample predictions of an ARFIMA model ?
3 次查看(过去 30 天)
显示 更早的评论
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.
0 个评论
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Conditional Mean Models 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!