Say I have data
d <- .4
series <- 100-0:6
fd_data <- diffseries(series, d)
fd_data:
3.000000 0.800000 -0.160000 -0.832000 -1.372800 -1.837056 -2.250394
[How] Is it possible to get back to the original values?
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Richard Hardy
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thistleknot
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This looks useful possibly. https://stats.stackexchange.com/questions/404475/fractional-un-differencing-of-time-series – mlofton Nov 08 '20 at 17:51
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I saw that. That is standard arima, not arfima from what I can tell. – thistleknot Nov 08 '20 at 17:52
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Hi: Yeah. Sorry. I just went by the title which I guess is wrong. – mlofton Nov 08 '20 at 22:41