Hi:
I was using ARFIMA packages to estimate d and found some questions.
1, if I change starting value of d to some number greater than 0.5, the
program does not work. and it seems that the package cannot estimate d that
would be greater than 0.5. how to solve this problem?
2. when I tried to use estimateGPH command to estimate d, what is the constant
number for fPrint (the third number needed in the function)?
I will appreciate it very much if someone can help me with those questions.
Liang (Leon) Ding
Department of Economics
Univeristy of North Carolina
at Chapel Hill
919-914-6851
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