Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.
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0.1.0 by Christian Leschinski, 8 years ago
Browse source code at https://github.com/cran/LongMemoryTS
Authors: Christian Leschinski [aut, cre] , Michelle Voges [ctb] , Kai Wenger [ctb]
Documentation: PDF Manual
GPL-2 license
Imports Rcpp, stats, longmemo, partitions, fracdiff, mvtnorm
Linking to Rcpp, RcppArmadillo
See at CRAN