Hi,
I have created another patch. This one implements a more intelligent calculation of the
fracdiff function in the case of autoreg evaluations. In this case it justs calculates the
currently evaluated observation. Additionally it adds a fraclag command to gretl. The
fractional lag operator is defined as 1-(1-L)^d. Is it ok to "overload" the
fracdiff command for this purpose?
Christoph