The following Matlab project contains the source code and Matlab examples used for arfima(p,d,q) goodness of fit test.
Included in the submitted file:
Jan Beran's goodness of fit test for ARFIMA(p,d,q) processes, which is the spectral domain equivalent of the Ljung-Box statistics.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

arfima_gof.m | 3817 |

arfima_pr.m | 17184 |

license.txt | 1314 |