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esemifar

Smoothing Long-Memory Time Series

v2.0.1 · May 7, 2024 · GPL-3

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., (2023) <doi:10.1080/03610926.2023.2276049>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (2)

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Dependency Network

Dependencies Reverse dependencies fracdiff smoots Rcpp future furrr ggplot2 fEGarch ufRisk esemifar

Version History

new 2.0.1 Mar 9, 2026