Description Usage Arguments Details References Examples

`VARFIMA.est`

returns the maximum likelihood estimate of the parameter vector of a VARFIMA(1,1) in final equations form.

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`data` |
data matrix with T observations of q-dimensional process. |

`approx` |
order of the AR-approximation that is supposed to be used. Default is |

`split` |
to increase the speed the sample can be divided in |

`rep` |
is passed to |

add details here.

Lutkepohl, H. (2007): New introduction to multiple time series analysis. Springer.

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