Sorry, in the last mail I forgot to post the link to the paper that shows how the software
was implemented.
The name of the paper is: "Modelos SARFIMA diarios no estacionarios: aplicación al
consumo de energía eléctrica"... Something like "Non stationary daily SARFIMA
models. Application on the uruguayan electricity consumption"
This paper was presented at the Economic lectures in the Uruguayan Central Bank last
August.
You can download the paper (in spanish) from:
http://www.bcu.gub.uy/autoriza/peiees/jor/2008/iees03j3250808.pdf
Sorry!