LongMemoryTS

Long Memory Time Series

CRAN Package

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.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release02/18/2019

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  • Imports5 packages
  • Linking To2 packages
  • Reverse Imports1 package