| coef_hurst {feasts} | R Documentation |
Hurst coefficient
Description
Computes the Hurst coefficient indicating the level of fractional differencing of a time series.
Usage
coef_hurst(x)
Arguments
x |
a vector. If missing values are present, the largest contiguous portion of the vector is used. |
Value
A numeric value.
Author(s)
Rob J Hyndman
[Package feasts version 0.3.2 Index]