Hi Leon,
I have done the fractioning work upon the data you sent me,
but please may I ask whether you are a lecturer or a student
the University because its important for you to be sure and
correct about what you are doing and the inferences that may be
drawn from the results I give to you.
Richard Hudson
Qld Australia
----- Original Message -----
From: "Liang Ding" <[log in to unmask]>
To: <[log in to unmask]>
Sent: Wednesday, March 16, 2005 7:17 AM
Subject: questions about ARFIMA
> 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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