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Add a univariate MA model #147
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Why not add a general ARFIMA(p,q) model just as it is done in rugrach in R? |
@vchernat I don't generally see much of a point in ARFIMA in the types of data I am interested in. It is also relatively difficult to write reliable estimators that work well across a wide range of data for the full ARFIMA with ARCH-errors IME. |
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Add a pure moving average model for the mean.
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