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How do I compute the autocovariance function of a FARIMA model?

April 26, 2017compute function model

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How do I compute the autocovariance function of a FARIMA model?

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The acf() function in S-PLUS can be used to compute autocovariance, autocorrelation, and partial autocorrelation for both univariate and multivariate time series. The S+FinMetrics function acf.FARIMA() can be used to compute the theoretical autocovariance function of an ARMA or FARIMA model.