你能说说f是什么含义么

lots of software can estimate arfima

you can use pcgive

or TSM

I usually write it by myself in gauss

OX直接就有arfima的软件包，或者用Gauss自己搞，f就是分整的缩写，自己查查。这个模型一般也是……

骗人的玩意，特别是做中国的 宏观数据

请问哪位有VARFIMA的MATLAB代码？谢谢
zhanglhng@21cn.com

First, I thought that ARFIMA(long memory process) process is for low-frequency dynamics. And it requires a longer data history.

Second, SAS/IML provides tools.

FARMACOV Call
computes the autocovariance function for an ARFIMA process.

FARMAFIT Call
estimate the parameters of an ARFIMA model

FARMALIK Call
computes the log-likelihood function of an ARFIMA model

FARMASIM Call
generates an ARFIMA process

I used it long times ago. I believe SAS v8 may have bugs. But SAS v7 was right(I used) and I did not follow the v9.