2 1 1 =0 | | d t t t p p q q d d k k t () () ()(1) () = () (0) () () (1) (1) = () ())(+ 1) () () 0 5 1. Fractionally integrated timeseries and ARFIMA modelling 1 This presentation of ARFIMA modelling draws heavily from Baum and Wiggins (2000). The model of an autoregressive fractionally integrated moving average process of a timeseries of order , denoted by ARFIMA , with mean , may be written u...