Description Usage Arguments Value Author(s) References See Also Examples

This is an auxiliary function which computes expression (18) in Prass and Pumi (2019). It creates an *m+1* by *m+1* matrix defined by *K = J'QJ* where *J* is a *m+1* by *m+1* lower triangular matrix with all non-zero entries equal to one and *Q* is a *m+1* by *m+1* given by *Q = I - P* where *P* is the projection matrix into the subspace generated by degree *nu+1* polynomials and *I* is the *m+1* by *m+1* identity matrix.

1 |

`m` |
a positive integer greater or equal than |

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

`J, Q` |
optional: the matrices such that |

an *m+1* by *m+1* matrix corresponding to expression (18) 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>.

`Jn`

which creates the matrix *J*, `Qm`

which creates *Q* and `Pm`

which creates *P*.

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