ddiffw

<p>number of coefficients to be returned</p>

<p>returns the first <code>n</code> coefficients in the AR-infinity representation
of an FI(d) process</p>

Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.

Christian Leschinski

LongMemoryTS

ddiffw: Helper function that returns AR-representation of FI(d)-process.

Description

Usage

Arguments