poly_LPWN

<p>Polynomial function used for approximation of short memory terms and noise dynamics.</p>

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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.

Christian Leschinski

LongMemoryTS

Long Memory Time Series

Michelle Voges

Kai Wenger

poly_LPWN function

Polynomial function used for approximation of short memory terms and noise dynamics. — poly_LPWN

Polynomial function used for approximation of short memory terms and noise dynamics.

poly_LPWN: Polynomial function used for approximation of short memory terms and noise dynamics.

Description

Usage

Arguments