Man pages for luisdamiano/LeastFracDiff
Grid Search for the Least Fractional Differenciation Order

adfReturn the p-value of the Augmented Dickey-Fuller test.
diff_seriesApplies a fractional differentiation to a time series.
grid_dReturns a grid for different values of the fractional...
kpssReturn the p-value of the...
min_dFinds the least fractional differentiation order subject to...
roll_min_dFinds the least fractional differentiation order subject to...
luisdamiano/LeastFracDiff documentation built on July 13, 2018, 12:03 a.m.