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esemifar: Smoothing Long-Memory Time Series
The nonparametric trend and its derivatives in equidistant time series (TS) with long-memory errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. The smoothing methods of the package are described in Letmathe, S., Beran, J. and Feng, Y., (2023) <doi:10.1080/03610926.2023.2276049>.
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Package details |
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| Author | Yuanhua Feng [aut] (Paderborn University, Germany), Jan Beran [aut] (University of Konstanz, Germany), Sebastian Letmathe [aut] (Paderborn University, Germany), Dominik Schulz [aut, cre] (Paderborn University, Germany) |
| Maintainer | Dominik Schulz <dominik.schulz@uni-paderborn.de> |
| License | GPL-3 |
| Version | 2.0.1 |
| URL | https://wiwi.uni-paderborn.de/en/dep4/feng/ |
| Package repository | View on CRAN |
| Installation |
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