Intermediate and Long Memory Time Series: Project Home – R-Forge

The package ILMTS includes a wide variety of time- and frequency domain estimators and tests for intermediate and long memory in time series. Special focus is given to finite size effects. Broadly used time series objects are accepted as input and output.

• Development Status : 1 - Planning
• Intended Audience : Developers
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : German
• Operating System : OS Independent
• Programming Language : R
• Topic : Econometrics : Time Series Modelling
• Topic : Time Series

Registered: 2014-05-07 13:34
Activity Ranking: 0
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