install.packages("arfima")
library("arfima")
set.seed(8564)

sim <- arfima.sim(1000, model = list(phi = c(0.7), dfrac = 0.4, theta = 0.5))
fit <- arfima(sim, order = c(1, 0, 1), back=T)
fit


# Some examples from the arfima manual to check 
data(tmpyr)
fit1 <- arfima(tmpyr, order = c(1, 0, 1), numeach = c(3, 3), dmean = FALSE)
fit1
plot(tacvf(fit1), maxlag = 30, tacf = TRUE)
fit2 <- arfima(tmpyr, order = c(1, 0, 0), numeach = c(3, 3), autoweed = FALSE,
             dmean = FALSE)
fit2
fit2 <- weed(fit2)
fit2
tacfplot(fits = list(fit1, fit2))
fit3 <- removeMode(fit2, 2)
fit3
coef(fit2)
vcov(fit2)
fit1fgn <- arfima(tmpyr, order = c(1, 0, 1), numeach = c(3, 3),
                  dmean = FALSE, lmodel = "g")
fit1fgn
fit1hd <- arfima(tmpyr, order = c(1, 0, 1), numeach = c(3, 3),
                 dmean = FALSE, lmodel = "h")
fit1hd
data(SeriesJ)

attach(SeriesJ)
plot(YJ)
fitTF <- arfima(YJ, order= c(2, 0, 0), xreg = XJ, reglist =
                  list(regpar = c(1, 2, 3)), lmodel = "n", dmean = FALSE)
fitTF
detach(SeriesJ)

set.seed(4567)
sim <- arfima.sim(1000, model = list(phi = 0.3, dfrac = 0.4, dint = 1),
                  sigma2 = 9)
X <- matrix(rnorm(2000), ncol = 2)
simreg <- sim + crossprod(t(X), c(2, 3))
fitreg <- arfima(simreg, order = c(1, 1, 0), xreg = X)
fitreg
plot(sim)
lines(residuals(fitreg, reg = TRUE)[[1]], col = "blue")

set.seed(34577)
sim <- arfima.sim(500, model = list(theta = 0.9, phi = 0.5, dfrac = 0.4))
fit1 <- arfima(sim, order = c(1, 0, 1), cpus = 2, back=T)
fit2 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "g", back=T)
fit3 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "h", back=T)
fit1
fit2
fit3
AIC(fit1)
AIC(fit2)
AIC(fit3)