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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
