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I have ARFIMA, you can use it #8
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Thank you again. I will take a serious look as soon as I will start implementing simulations. I detailed a plan for the next releases at this link. I will look back at your package and try to implement simulations for most models when I will work on v0.1.6. At the moment, I am working on implementing VARIMA models (estimation and forecast) - in a similar fashion to what is currently implemented for the ARIMA models. |
I will keep this issue opened and look back at it as soon as I get to v0.1.5. |
I have decided to close this issue. In the near future, I do not plan to add fractional models. |
Just letting you know of this: https://github.com/Datseris/ARFIMA.jl that you may want to use.
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