R: LongMemoryTS: Long Memory Time Series

LongMemoryTS {LongMemoryTS}

R Documentation

LongMemoryTS: Long Memory Time Series

Description

The LongMemoryTS package is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes, and fractionally cointegrated systems.

Author(s)

Christian Hendrik Leschinski <christian_leschinski@gmx.de>, Michelle Voges, Kai Wenger

References

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LongMemoryTS: Long Memory Time Series

Description

Author(s)

References

See Also