ltable {TSsmoothing}

Lambda values table.

Description

An array that presents the lambda values according to time series (N), the smoothing value (s), and the ts correlation (rho).

Usage

ltable

Format

A 3d array with dimension 393 x 12 x 11, where dimensions are:

N

with values from 8 to 400

s

with smoothing values c(0.5, 0.6, 0.7, 0.75, 0.8, 0.825, 0.85, 0.875, 0.9, 0.925, 0.95, 0.975)

rho

with values c(0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.95)

Details

3d array of float number that correspond to the lambda values that correspond to the specified values of the length of the

Source

http://www.diamondse.info/