fb_longrun: function to estimate the fixed-b long-run variance. For...
In KaiWenger/memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
fb_longrun R Documentation
function to estimate the fixed-b long-run variance. For internal use only.
Description
function to estimate the fixed-b long-run variance. For internal use only.
Usage
fb_longrun(tseries, m, type = "Bartlett")
KaiWenger/memochange documentation built on Jan. 2, 2025, 7:46 p.m.
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| fb_longrun | R Documentation |
function to estimate the fixed-b long-run variance. For internal use only.
Description
function to estimate the fixed-b long-run variance. For internal use only.
Usage
fb_longrun(tseries, m, type = "Bartlett")
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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