ARFIMA

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Acronym	Definition
ARFIMA	Autoregressive Fractionally Integrated Moving Average (econometrics)

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Future research may focus on the fact the nonlinear forecasting model is a parameter sensitive technique which results are highly dependent on the selection of the parameters, in contrast to other stochastic techniques such as ARIMA and ARFIMA. Calendar corrected chaotic forecast of financial time series by Leontitsis, Alexandros; Siriopoulos, Costas / International Journal of Business Diebold, Husted, and Rush (1991) are consistently cited as having found strong evidence of LRPPP using ARFIMA models. Purchasing power parity under the gold standard by Papell, David H. / Southern Economic Journal This is the underlying idea of the ARFIMA and FIGARCH class of processes. Long-range dependence in daily volatility on Tunisian stock market by Bellalah, Mondher; Aloui, Chaker; Abaoub, Ezzeddine / International Journal of Business			ARFB ARFC ARFCA ARFCAM ARFCD ARFCN ARFCOM ARFCOS ARFCOSTA ARFD ARFE ARFEA ARFEC ARFEDEC ARFEM ARFF ARFF IC ARFFS ARFFWG ARFG ARFGAP3 ARFH ARFHS ARFI aRFID ARFIMA ARFIS ARFL ARFLI ARFLP ARFLT ARFM ARFMN ARFMS ARFMSR ARFN ARFOR ARFORGEN ARFORSTAT ARFP ARFPC ARFQ ARFR ARFRA ARFS ARFSN ARFSU ARFT ARFTG ARFU ARFV			ARFCA ARFCAM ARFCD ARFCN ARFCOM ARFCOS ARFCOSTA ARFD ARFE ARFEA ARFEC ARFEDEC ARFEM ARFF ARFF IC ARFFS ARFFWG ARFG ARFGAP3 ARFH ARFHS ARFI aRFID Arfie ARFIMA ARFIS ARFL ARFLI ARFLP ARFLT ARfm ARFMN ARFMS ARFMSR ARFN ARFOR ARFOR ARFORGEN arformoterol ARFORSTAT ARFOT ARFP ARFPC ARFQ ARFR ARFRA ARFS ARFSN ARFSU Arft

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