LongMemoryTS: Long Memory Time Series

Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.

Getting started

Package details

AuthorChristian Leschinski [aut, cre], Michelle Voges [ctb], Kai Wenger [ctb]
MaintainerChristian Leschinski <christian_leschinski@gmx.de>
LicenseGPL-2
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LongMemoryTS")

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LongMemoryTS documentation built on May 2, 2019, 5:58 a.m.