esemifar

Authors Sebastian Letmathe, Dominik Schulz, Yuanhua Feng, Jan Beran

Last update 7 May 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.1, 1.0.0, 1.0.2, PACKAGES.rds, 2.0.0, 2.0.1

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>.

Cites work

An extended exponential SEMIFAR model with application in R

Cited in

(2)

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