Methods for Time Series Analysis

A collection of functions to perform Detrended Fluctuation Analysis (DFA exponent), GUEDES et al. (2019) , Detrended cross-correlation coefficient (RHODCCA), GUEDES & ZEBENDE (2019) , DMCA cross-correlation coefficient and Detrended multiple cross-correlation coefficient (DMC), GUEDES & SILVA-FILHO & ZEBENDE (2018) , both with sliding windows approach.


Reference manual

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install.packages("SlidingWindows")

0.2.0 by Everaldo Freitas Guedes, 6 years ago


https://github.com/efguedes/SlidingWindows


Report a bug at https://github.com/efguedes/SlidingWindows


Browse source code at https://github.com/cran/SlidingWindows


Authors: Everaldo Freitas Guedes [aut, cre] , Ivan Costa da Cunha Lima [aut] , Gilney Figueira Zebende [aut] , AloĆ­sio Machado Silva-Filho [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, DCCA, PerformanceAnalytics, nonlinearTseries, TSEntropies

Suggests xts, zoo, quantmod


See at CRAN