trendVolaMeasures: Trend volatility measures

View source: R/model_selection.R

trendVolaMeasuresR Documentation

Trend volatility measures

Description

Computes trend volatility measures.

Usage

trendVolaMeasures(tsOriginal, tsTrend, nDiff)

Arguments

tsOriginal

The original time series.

tsTrend

The trend time series.

nDiff

Integer indicating the order of differencing applied to the input series.

Value

A list containing the different measures.


RGAP documentation built on Nov. 2, 2023, 6:02 p.m.