hurst: Hurst coefficient
In robjhyndman/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
robjhyndman/tsfeatures documentation built on July 25, 2024, 3:47 a.m.
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| 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.
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