ll.VARFIMA returns the value of the log-likelihood function for a given sample and parameter vector.
ll.VARFIMA(theta, data, q, approx = 100, pre.sample = matrix(0, approx,
q), rep = FALSE)parameter vector.
data matrix with T observations of q-dimensional process.
dimension of the process.
order of the AR-approximation that is supposed to be used. Default is approx=100.
if likelihood is conditioned on previous observations pre.sample is an additional sample matrix.
determines whether the parameter vector is printed.
Lutkepohl, H. (2007): New introduction to multiple time series analysis. Springer.