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esemifar  

Smoothing Long-Memory Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("esemifar", "2.0.1")



Attach the package and use:
library("esemifar")
Maintained by
Dominik Schulz
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-10-28
Latest Update: 2024-05-07
Description:
The nonparametric trend and its derivatives in equidistant time series (TS) with long-memory errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. The smoothing methods of the package are described in Letmathe, S., Beran, J. and Feng, Y., (2021) .
How to cite:
Dominik Schulz (2021). esemifar: Smoothing Long-Memory Time Series. R package version 2.0.1, https://cran.r-project.org/web/packages/esemifar. Accessed 10 Mar. 2026.
Previous versions and publish date:
1.0.0 (2021-10-28 21:30), 1.0.1 (2021-11-06 11:20), 1.0.2 (2023-10-22 10:00), 2.0.0 (2024-05-02 16:12)
Other packages that cited esemifar R package
View esemifar citation profile
Other R packages that esemifar depends, imports, suggests or enhances
Complete documentation for esemifar
Functions, R codes and Examples using the esemifar R package
Some associated functions: airLDN . critMatlm . dsmoothlm . esemifar . fitted.esemifar . gdpG7 . plot.esemifar . print.esemifar . residuals.esemifar . tsmoothlm . 
Some associated R codes: airLDN.R . cf0.farma.R . color.name.R . critMatlm.R . dsmoothlm.R . esemifar.R . fitted.R . gdpG7.R . kdf.R . plot.esemifar.R . print.esemifar.R . residuals.R . tsmoothlm.R . tsmoothlmCalc.R .  Full esemifar package functions and examples
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