River Flow 

The measures of the annual minimum mean daily flows, in cubic meter per second, of the Mahanadi River in central India.

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X data = ExampleData[{"Statistics", "MahanadiRiverFlow"}]

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Find the fractional integrating order to fit a FARIMAProcess to the data.

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X d = d /. FindProcessParameters[data - Mean[data], FARIMAProcess[{}, d, {}, v]]

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Find the remaining process parameters given the integrating order.

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X eproc = EstimatedProcess[data - Mean[data], FARIMAProcess[4, d, 1]]

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Compare correlation functions for the data and estimated process.

Forecast the annual minimum mean daily flows for 10 years ahead.

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X fr = TimeSeriesForecast[eproc, data - Mean[data], {10}]; forecast = TemporalData[fr["PathStates"] + Mean[data], fr["Times"]]; forecast["Path"]

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