hurst: Hurst coefficient

Description Usage Arguments Value Author(s)

View source: R/features.R

Description

Computes the Hurst coefficient indicating the level of fractional differencing of a time series.

Usage

1
hurst(x)

Arguments

x

a univariate time series. If missing values are present, the largest contiguous portion of the time series is used.

Value

A numeric value.

Author(s)

Rob J Hyndman


tsfeatures documentation built on July 1, 2020, 7:12 p.m.