# NOT RUN {
## Generate a fractionally-differenced ARIMA(1,d,1) model :
ts.test <- fracdiff.sim(10000, ar = .2, ma = .4, d = .3)
## estimate the parameters in an ARIMA(1,d,1) model for the simulated series
fd.out <- fracdiff(ts.test$ser, nar= 1, nma = 1)
## Modify the covariance estimate by changing the finite-difference interval
(fd.o2 <- fracdiff.var(ts.test$series, fd.out, h = .0001))
## looks identical as print(fd.out),
## however these (e.g.) differ :
vcov(fd.out)
vcov(fd.o2)
# }
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