-------- arfima functions (requires optimization toolbox) -------- 

 
acf            : computes the autocorrelation function of the columns of series up to lag ilag
acfilter       : computes the autocorrelation filtier of series up to lag ilag
acv            : computes the autocorrelation function of the arfima model
arfima_d       : A demo example of using ARFIMA                                                    
docovar        : estimates the Variance-covariance matrix of the arfima model
doestimation   : estimates arfima coefficients, using BFGS
doforecast     : The forecasting function in the arfima model
doinit         : The initialization of the parameters for arfima model
estimategph    : The log-periodogram regression method for estimating arfima
flipma         : A function to ensure that the roots of the arfima MA part are stationary 
hessian        : Computes finite difference Hessian
hypergm        : The hypergeometric function
isstationary   : check if the roots of the AR part and d are stationary ones or not 
lagmatrix      : Create a lagged time series matrix.
logemlik       : The exact maximum likelihood function for arfima
logmplik       : The modified profile likelihood function for arfima
olsv           : least-squares regression 
pacf           : Return a matrix with the residuals from the filter based on the ACF applied to the columns 
powerdiff      : This operation involves computing a long (in theory infinite, in practice long, but truncated)
solvear        : Solve the Yule-Walker equations for AR values
solvema        : Solve for MA values using the Tunnicliffe-Wilson method
trimmatrix     : Truncating the matrix to nT rows