I’m looking for the library for R which could conduct fractional integration of the time series with the seasonal AR, white noise and Bloomfield-type errors?
Checked CRAN reposetory, find LongMemoryTS and fracdiff but don’t understant how to indicate this errror types
New contributor
Monkey Follow the The Sun is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.