A collection and description of functions to investigate the true statistics of the long range dependence or long memory behavior of an univariate time series process.
A collection and description of functions to investigate the long range dependence or long memory behavior of an univariate time series process. Included are functions to simulate fractional Gaussian noise and fractional ARMA processes, and functions to estimate the Hurst exponent by several different methods.
A collection and description of simple to use functions to model univariate autoregressive moving average time series processes, including time series simulation, parameter estimation, diagnostic analysis of the fit, and predictions of future values.
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