Description Usage Arguments Value Author(s) References Examples

Calculates the expected value of the detrended cross-covariance given a cross-covariance matrix.

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`m` |
an integer or integer valued vector indicating the size of the window for the polinomial fit. |

`nu` |
a non-negative integer denoting the degree of the polinomial fit applied on the integrated series. |

`G` |
the cross-covariance matrix for the original time series. The dimension of |

`K` |
optional: the matrix |

a size *length(m)* vector containing the expected values of the detrended cross-covariance corresponding to the values of *m* provided. This is expression (23) in Prass and Pumi (2019).

Taiane Schaedler Prass

Prass, T.S. and Pumi, G. (2019). On the behavior of the DFA and DCCA in trend-stationary processes <arXiv:1910.10589>.

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