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>
Package repositoryView on CRAN
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LongMemoryTS documentation built on May 2, 2019, 5:58 a.m.