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**rugarch**: Univariate GARCH Models**arfimafilter-methods**: function: ARFIMA Filtering

# function: ARFIMA Filtering

### Description

Method for filtering an ARFIMA model.

### Usage

1 | ```
arfimafilter(spec, data, out.sample = 0, n.old=NULL, ...)
``` |

### Arguments

`data` |
A univariate data object. Can be a numeric vector, matrix, data.frame, zoo, xts, timeSeries, ts or irts object. |

`spec` |
An ARFIMA spec object of class |

`out.sample` |
A positive integer indicating the number of periods before
the last to keep for out of sample forecasting (as in |

`n.old` |
For comparison with ARFIMA models using the out.sample argument, this is the length of the original dataset (see details). |

`...` |
. |

### Details

The n.old argument is optional and indicates the length of the original data (in cases when this represents a dataseries augmented by newer data). The reason for using this is so that the old and new datasets agree since the original recursion uses the sum of the residuals to start the recursion and therefore is influenced by new data. For a small augmentation the values converge after x periods, but it is sometimes preferable to have this option so that there is no forward looking information contaminating the study.

### Value

A `ARFIMAfilter`

object containing details of the ARFIMA
filter.

### Author(s)

Alexios Ghalanos

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- ARFIMA-class: class: High Level ARFIMA class
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- ARFIMAdistribution-class: class: ARFIMA Parameter Distribution Class
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- ARFIMAfilter-class: class: ARFIMA Filter Class
- ARFIMAfilter-class: class: ARFIMA Filter Class
- arfimafilter-methods: function: ARFIMA Filtering
- arfimafilter-methods: function: ARFIMA Filtering
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- ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class
- ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class
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- ARFIMAmultifit-class: class: ARFIMA Multiple Fit Class
- ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class
- ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class
- ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class
- ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class
- ARFIMApath-class: class: ARFIMA Path Simulation Class
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- ARFIMAsim-class: class: ARFIMA Simulation Class
- arfimasim-methods: function: ARFIMA Simulation
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- ARFIMAspec-class: class: ARFIMA Specification Class
- ARFIMAspec-class: class: ARFIMA Specification Class
- arfimaspec-methods: function: ARFIMA Specification
- arfimaspec-methods: function: ARFIMA Specification
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- GARCHdistribution-class: class: GARCH Parameter Distribution Class
- GARCHfilter-class: class: GARCH Filter Class
- GARCHfilter-class: class: GARCH Filter Class
- GARCHfit-class: class: GARCH Fit Class
- GARCHfit-class: class: GARCH Fit Class
- GARCHforecast-class: class: GARCH Forecast Class
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- GARCHpath-class: class: GARCH Path Simulation Class
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- GARCHroll-class: class: GARCH Roll Class
- GARCHroll-class: class: GARCH Roll Class
- GARCHsim-class: class: GARCH Simulation Class
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