Hello,
My question is related to the rugarch package and its arfimafit function.
I am trying to fit an arfima(7,d,1) with an exogenous variable. Here is a
part of my code:
spec1- arfimaspec(mean.model = list(armaOrder = c(7, 1), include.mean
=
FALSE,arfima = TRUE,
gets a 6 in the new
variable Percentile.AG1.
The same thing should be done for the other tasks.
I new to R, so I don't have any clue, how to solve that. It would be
awesome, if you would know how to handle that.
Thanks a lot!
Anne
--
M. Sc. Anne-Marie B. Gallrein
Technische Universitdt
for the other tasks.
I new to R, so I don't have any clue, how to solve that. It would be
awesome, if you would know how to handle that.
Thanks a lot!
Anne
--
M. Sc. Anne-Marie B. Gallrein
Technische Universität Dresden
Institut für Klinische, Diagnostische und Differentielle Psychologie
Diagnostik und
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