[R] How to obtain the series of residuals from fracdiff

Susana Barbosa susanabarbosa at novalis.fc.up.pt
Wed Jan 9 08:57:31 CET 2002


Hi

I'm using fracdiff package to estimate the parameters of a 
fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted 
to have also the filtered series and the series of residuals.
I understand these are calculated in the subroutine fdfilt, in the program 
fdcore.f, but I can't manage to get them out.

Any suggestion would be much appreciated

Thanks

Susana Barbosa
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