# Fractionally Differenciate Data

### Description

Differenciates the time series data using the approximated binomial expression of the long-memory filter and an estimate of the memory parameter in the ARFIMA(p,d,q) model.

### Usage

1 | ```
diffseries(x, d)
``` |

### Arguments

`x` |
numeric vector or univariate time series |

.

`d` |
number specifiying the fractional difference order. |

### Value

the fractionally differenced series `x`

.

### Author(s)

Valderio A. Reisen valderio@cce.ufes.br and Artur J. Lemonte

### References

See those in `fdSperio`

; additionally

Reisen, V. A. and Lopes, S. (1999)
Some simulations and applications
of forecasting long-memory time series models;
*Journal of Statistical Planning and Inference* **80**, 269–287.

Reisen, V. A. Cribari-Neto, F. and Jensen, M.J. (2003)
Long Memory Inflationary Dynamics. The case of Brazil.
*Studies in Nonlinear Dynamics and Econometrics* **7**(3), 1–16.

### See Also

`fracdiff.sim`

### Examples

1 2 3 4 | ```
memory.long <- fracdiff.sim(80, d = 0.3)
mGPH <- fdGPH(memory.long$series)
r <- diffseries(memory.long$series, d = mGPH$d)
#acf(r) # shouldn't show structure - ideally
``` |