RS: 'RS' rescaled adjusted range statistic
In tsapp: Time Series, Analysis and Application
Description
Usage
Arguments
Value
Examples
Description
RS rescaled adjusted range statistic
Usage
1
RS(x, k)
Arguments
x
univariate time series
k
length of the segments for which the statistic is computed. Starting with t=1, the segments do not overlap.
Value
(l,3)-matrix, 1. column: k, second column: starting time of segment, third column: value of RS statistic.
Examples
1
2
3
tsapp documentation built on Oct. 30, 2021, 5:08 p.m.
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Description Usage Arguments Value Examples
Description
RS rescaled adjusted range statistic
Usage
1 | RS(x, k)
|
Arguments
x |
univariate time series |
k |
length of the segments for which the statistic is computed. Starting with t=1, the segments do not overlap. |
Value
(l,3)-matrix, 1. column: k, second column: starting time of segment, third column: value of RS statistic.
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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