estimateLongRunVar: Estimate long-run variance
In stanek-fi/ACV: Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity
View source: R/estimateLongRunVar.R
estimateLongRunVar R Documentation
Estimate long-run variance
Description
Internal function for estimating the long-run variance.
Usage
estimateLongRunVar(x, bw = NULL)
Arguments
x
Univariate time-series object.
bw
Bandwidth for long run variance estimation.
Value
Estimated long run variance (numeric vector of length 1).
stanek-fi/ACV documentation built on April 12, 2022, 7:07 a.m.
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View source: R/estimateLongRunVar.R
| estimateLongRunVar | R Documentation |
Estimate long-run variance
Description
Internal function for estimating the long-run variance.
Usage
estimateLongRunVar(x, bw = NULL)
Arguments
x |
Univariate time-series object. |
bw |
Bandwidth for long run variance estimation. |
Value
Estimated long run variance (numeric vector of length 1).
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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