FGN (version 2.0-12)

LLFD: Concentrated Loglikelihood Function for d

Description

The concentrated loglikelihood, that is, the loglikelihood function maximized over the innovation variance parameter, is computed.

Usage

LLFD(d, z)

Arguments

d

fractional difference parameter

z

time series

Value

the value of the loglikelihood

See Also

GetFitFD

Examples

#compute loglikelihood for NileFlowCMS with 
#  H=0.9 and with d=H-0.5=0.4
data(NileFlowCMS)
z<-NileFlowCMS
z<-z-mean(z)
LLFGN(0.9, z)
LLFD(0.4, z)