LT: function to calculate sequence of test statistics by...
In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

LT	R Documentation

function to calculate sequence of test statistics by Leybourne and Taylor (2004). For internal use only.

function to calculate sequence of test statistics by Leybourne and Taylor (2004). For internal use only.

LT(x, trend, m, tau)

memochange documentation built on April 3, 2025, 9:21 p.m.

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