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.
Sorry!