ARFIMA(p,d,q)

Version 1.1.0.0 (4 KB) by Carlos Vladimir Rodríguez Caballero
Simulation of an ARFIMA(p,d,q) process
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Updated 30 Sep 2015

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Simulation of an ARFIMA(p,d,q) process with d covering both stationary and nonstationary regions. This code uses the Fast Fractional Difference algorithm for a significant reduction in computation time.

Cite As

Carlos Vladimir Rodríguez Caballero (2024). ARFIMA(p,d,q) (https://www.mathworks.com/matlabcentral/fileexchange/53301-arfima-p-d-q), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.1.0.0

Only some examples in comments
1.0.0.0