[R] question on FARIMA innovations

otunno at CLEMSON.EDU otunno at CLEMSON.EDU
Wed Jul 9 20:26:28 CEST 2008

Hello everyone -

I am currently modeling some data with ARIMA(p,d,q), and have successfully
used the "fracdiff" package to obtain estimates for d and the ARMA
parameters. However, I don't know how to get fracdiff to obtain
innovations for me. Can fracdiff even do this? Can any other package?

Please help me if you can, and thank you for your time.

Ferebee Tunno

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