Description Usage Arguments Value Examples
Returns a grid for different values of the fractional differentiation order parameter 'd'.
1 | grid_d(x, fun, dFrom = 0, dTo = 1, dBy = 0.1)
|
x |
A time series. Either a numberic vector or an 'xts' object. |
fun |
A function taking as only argument the time series and returning a p-value. |
dFrom |
Lower bound for 'd'. |
dTo |
Upper bound for 'd'. |
dBy |
Increment for each in the grid. |
A grid with four columns: the value of the fractional differentiation order 'd', the p-value returned by 'fun', the Pearson correlation coefficient between the original and the transform series, and the Spearman counterpart.
1 | ## Not run: grid_d(x, adf)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.