Fortran Codes

1. Comparisons of Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Nalini Ravishanker and Chih-Ling Tsai.

Simulation for Size and Power

Test Statistics for example: tests.f

Input for tests.f when n=18

Input for tests.f when n=16

2. Univariate ARFIMA Models. Jeffrey Pai and Nalini Ravishanker

Bayesian ARFIMA

3. Multivariate ARFIMA Models. Nalini Ravishanker and Bonnie Ray.

Bayesian VARFIMA