Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add a univariate MA model #147

Open
bashtage opened this issue Jan 5, 2017 · 2 comments
Open

Add a univariate MA model #147

bashtage opened this issue Jan 5, 2017 · 2 comments
Milestone

Comments

@bashtage
Copy link
Owner

bashtage commented Jan 5, 2017

Add a pure moving average model for the mean.

@bashtage bashtage modified the milestone: 5.0 Feb 7, 2017
@vchernat
Copy link

Why not add a general ARFIMA(p,q) model just as it is done in rugrach in R?

@bashtage
Copy link
Owner Author

@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.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

2 participants