#include #include "arfima.h" #pragma link("l:\ox\include\maximize.oxo") #pragma link("l:\ox\include\database.oxo") #include "arfima.ox" main() { decl arfima, vx; arfima = new Arfima(); vx = loadmat("./dgal96.mat"); arfima->Create(1,1,1,columns(vx), 1); arfima->Append(vx', {"Y"}, 0); arfima->Deterministic(FALSE); arfima->Select(Y_VAR, { "Y", 0, 0 } ); arfima->SetSample(-1, 1, 175, 1); arfima->Arma(0,0); // ARFIMA(0,d,0) // MaxControl(-1,1); arfima->Estimate(); // uses sample mean arfima->Select(X_VAR, { "Constant", 0, 0 } ); arfima->SetSample(-1, 1, 175, 1); arfima->FreeMean(); arfima->Estimate(); delete arfima; }