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I have ARFIMA, you can use it #8

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Datseris opened this issue Dec 29, 2019 · 3 comments
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I have ARFIMA, you can use it #8

Datseris opened this issue Dec 29, 2019 · 3 comments
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enhancement New feature or request

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@Datseris
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Just letting you know of this: https://github.com/Datseris/ARFIMA.jl that you may want to use.

@fipelle
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fipelle commented Dec 30, 2019

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.

@fipelle fipelle closed this as completed Dec 30, 2019
@fipelle fipelle added the enhancement New feature or request label Dec 30, 2019
@fipelle fipelle reopened this Dec 30, 2019
@fipelle
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fipelle commented Dec 30, 2019

I will keep this issue opened and look back at it as soon as I get to v0.1.5.

@fipelle fipelle pinned this issue Dec 30, 2019
@fipelle fipelle unpinned this issue Mar 5, 2020
@fipelle
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fipelle commented May 27, 2021

I have decided to close this issue. In the near future, I do not plan to add fractional models.

@fipelle fipelle closed this as completed May 27, 2021
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