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version (4 KB) by Carlos Vladimir Rodríguez Caballero
Simulation of an ARFIMA(p,d,q) process


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 (2021). 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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