| hurst {tsfeatures} | 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
[Package tsfeatures version 1.1.1 Index]