hurst: Hurst coefficient
In tsfeatures: Time Series Feature Extraction
hurst R Documentation
Hurst coefficient
Description
Computes the Hurst coefficient indicating the level of fractional differencing
of a time series.
Usage
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 Aug. 28, 2023, 5:09 p.m.
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.
| hurst | R Documentation |
Hurst coefficient
Description
Computes the Hurst coefficient indicating the level of fractional differencing of a time series.
Usage
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
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.