[Gretl-users] Fractional Differencing / Integration
Hello folks.
I'd like to know if there is a simple way of making a fractional
integration of a time series.
I.e., I've built a model for a fractional differenced series. Then, I'd
like to obtain the original level series again, for comparison purposes
with other traditional models. How can I do that?
Thanks in advance,
Fernando Fernandes Neto
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