Long Memory Time Series

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.


Reference manual

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0.1.0 by Christian Leschinski, 2 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  

Task views: Time Series Analysis

GPL-2 license

Imports Rcpp, stats, longmemo, partitions, fracdiff, mvtnorm

Linking to Rcpp, RcppArmadillo

Imported by memochange.

See at CRAN