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LongMemoryTS  

Long Memory Time Series
View on CRAN: Click here


Download and install LongMemoryTS package within the R console
Install from CRAN:
install.packages("LongMemoryTS")

Install from Github:
library("remotes")
install_github("cran/LongMemoryTS")

Install by package version:
library("remotes")
install_version("LongMemoryTS", "0.1.0")



Attach the package and use:
library("LongMemoryTS")
Maintained by
Christian Leschinski
[Scholar Profile | Author Map]
First Published: 2019-02-18
Latest Update: 2019-02-18
Description:
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.
How to cite:
Christian Leschinski (2019). LongMemoryTS: Long Memory Time Series. R package version 0.1.0, https://cran.r-project.org/web/packages/LongMemoryTS. Accessed 04 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited LongMemoryTS R package
View LongMemoryTS citation profile
Other R packages that LongMemoryTS depends, imports, suggests or enhances
Complete documentation for LongMemoryTS
Functions, R codes and Examples using the LongMemoryTS R package
Some associated functions: ARRLS.sim . B . ELW . ELW2S . F.hat . F.tilde . FCI_CH03 . FCI_CH06 . FCI_MV04 . FCI_N10 . FCI_NS07 . FCI_R08 . FCI_SRFB18 . FCI_WWC15 . FCI_ZRY18 . FDLS . FI.sim . FMNBLS . G.hat . G.hat.star . G.hat.star.star . GSE . GSE_coint . G_LPWN . G_hat_cpp . G_hat_nonstat . H.hat . H.hat.star . H.hat.star.star . Hou.Perron . J.M . LAMBDA_m . LPWN . Lambda_j . LongMemoryTS . MLWS . McC.Perron . PHI_lw . Peri . Peri_sym . Phi_j . Qu.test . R.LPWN . R.elw . R.elw.weighted . R.lw.hc . R.lw . R.lw.tapered . R_d_multi_GSE . R_d_multi_GSE_coint . R_lw_ch . Slm . T.rho . T0stat . Tab . VARFIMA.est . VARFIMA.sim . V_M . W_multi . asymp_MV04 . av_peri . beta_N . corr_ZRY . cos_bell . cos_bell_cmplx . crit_N10 . cross.Peri . cross_Peri . cumsumcpp . ddiffw . eigen_resids . elW_wrap . fBM . fdiff . gph . h_LPWN . invert . lW_wrap . ll.VARFIMA . ll_inner . local.W . local_W_taper . partition.X . peri_taper . poly_LPWN . pre.White . rank.est . repcx . s.delta . simMLWS . simone . wd.elw . 
Some associated R codes: ARRLS_sim.R . CH03_LM.R . CH06_LM.R . ELW_est.R . FDLS.R . FI_sim.R . FMNBLS.R . GSE.R . Hou_Perron.R . LPWN.R . LongMemoryTS-package.R . MLWS.R . MV04_LM.R . McCloskey_Perron.R . N10_LM.R . NS07_LM.R . Qu_test.R . R08_LM.R . RcppExports.R . SRFB18_LM.R . VARFIMA_est.R . VARFIMA_sim.R . WWC15_LM.R . ZRY18_LM.R . add_to_namespace.R . cointegrating_rank_estimation.R . fBM.R . fdiff.R . ll_VARFIMA.R . local_W.R . partition_X.R . preWhite.R .  Full LongMemoryTS package functions and examples
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