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SpuriousMemory  

Testing True Long Memory Against Spurious Long Memory
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("SpuriousMemory", "1.0.0")



Attach the package and use:
library("SpuriousMemory")
Maintained by
Zhongjun Qu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-12-01
Latest Update: 2025-12-01
Description:
Implements a test for distinguishing between true long memory and spurious long memory. Reference: Qu, Z. (2011). "A Test Against Spurious Long Memory." Journal of Business & Economic Statistics, 29(3), 423–438. <doi:10.1198/jbes.2010.09153>.
How to cite:
Zhongjun Qu (2025). SpuriousMemory: Testing True Long Memory Against Spurious Long Memory. R package version 1.0.0, https://cran.r-project.org/web/packages/SpuriousMemory. Accessed 05 Jun. 2026.
Previous versions and publish date:
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Complete documentation for SpuriousMemory
Functions, R codes and Examples using the SpuriousMemory R package
Full SpuriousMemory package functions and examples
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