Man pages for luisdamiano/LeastFracDiff
Grid Search for the Least Fractional Differenciation Order
| adf | Return the p-value of the Augmented Dickey-Fuller test. |
| diff_series | Applies a fractional differentiation to a time series. |
| grid_d | Returns a grid for different values of the fractional... |
| kpss | Return the p-value of the Kwiatkowski–Phillips–Schmidt–Shin... |
| min_d | Finds the least fractional differentiation order subject to... |
| roll_min_d | Finds the least fractional differentiation order subject to... |
