jqveenstra / arfima Goto Github PK

Hi,

Is it possible to select estimation method of Haslett-Raftery when we call arfima() ?

Thanks,
Kay

If you have an xreg argument passed to arfima then the labels of the coefficients in coefs(.) and arfima.print are different. See example below.

set.seed(1) data=arfima.sim(100,model=list(phi=0.5,dfrac=0.4)) fit=arfima(data,xreg=matrix(seq(1850,by=1,len=100),ncol=1)) coef(fit) fit

Note that in coef(fit) the X1 is -41.9... and in fit that is the value of the intercept.

Based on my simulations I believe that fit is correct and it is just coef(fit) that needs to be changed.

Hi,
Great package. I tried updating from the cran version, but get the following error:

install_github("JQVeenstra/arfima")
Downloading GitHub repo JQVeenstra/arfima@master
from URL https://api.github.com/repos/JQVeenstra/arfima/zipball/master
Installing arfima
"C:/PROGRA1/R/R-341.1/bin/x64/R" --no-site-file --no-environ --no-save
--no-restore --quiet CMD INSTALL
"C:/Users/xen/AppData/Local/Temp/RtmpaWWscB/devtools10907baf774b/JQVeenstra-arfima-acd130b"
--library="C:/Users/xen/Documents/R/win-library/3.4" --install-tests

• installing source package 'arfima' ...
  Error : Invalid DESCRIPTION file

Malformed maintainer field.

See section 'The DESCRIPTION file' in the 'Writing R Extensions'
manual.

ERROR: installing package DESCRIPTION failed for package 'arfima'

Gavin.