Index

Documentation for LongMemory.jl.

• LongMemory.ClassicEstimators
• LongMemory.Forecasters
• LongMemory.GeneratingFunctions
• LongMemory.LogPeriodEstimators
• LongMemory.ParametricEstimators
• LongMemory.StructuralChanges
• LongMemory.ClassicEstimators.autocorrelation
• LongMemory.ClassicEstimators.autocorrelation_plot
• LongMemory.ClassicEstimators.autocorrelation_plot
• LongMemory.ClassicEstimators.autocovariance
• LongMemory.ClassicEstimators.log_variance_est
• LongMemory.ClassicEstimators.log_variance_plot
• LongMemory.ClassicEstimators.log_variance_plot
• LongMemory.ClassicEstimators.rescaled_range
• LongMemory.ClassicEstimators.rescaled_range_est
• LongMemory.ClassicEstimators.rescaled_range_plot
• LongMemory.ClassicEstimators.rescaled_range_plot
• LongMemory.ClassicEstimators.smean
• LongMemory.ClassicEstimators.sstd
• LongMemory.ClassicEstimators.sstdk
• LongMemory.DataExamples.LMPlot
• LongMemory.Forecasters.csa_forecast
• LongMemory.Forecasters.csa_forecast
• LongMemory.Forecasters.csa_forecast_plot
• LongMemory.Forecasters.csa_forecast_plot
• LongMemory.Forecasters.csa_ma_coefs
• LongMemory.Forecasters.fi_ar_coefs
• LongMemory.Forecasters.fi_forecast
• LongMemory.Forecasters.fi_forecast
• LongMemory.Forecasters.fi_forecast_plot
• LongMemory.Forecasters.fi_forecast_plot
• LongMemory.Forecasters.gregory_coeffs
• LongMemory.Forecasters.har_forecast
• LongMemory.Forecasters.har_forecast_plot
• LongMemory.Forecasters.hitransform
• LongMemory.Forecasters.my_half_toeplitz
• LongMemory.GeneratingFunctions.arfi_gen
• LongMemory.GeneratingFunctions.arfima_gen
• LongMemory.GeneratingFunctions.csa_gen
• LongMemory.GeneratingFunctions.csa_gen
• LongMemory.GeneratingFunctions.csadiff
• LongMemory.GeneratingFunctions.edm_gen
• LongMemory.GeneratingFunctions.fi
• LongMemory.GeneratingFunctions.fi_gen
• LongMemory.GeneratingFunctions.fi_survival_probs
• LongMemory.GeneratingFunctions.fracdiff
• LongMemory.GeneratingFunctions.fracdiff
• LongMemory.GeneratingFunctions.hwfilter
• LongMemory.GeneratingFunctions.hwp_gen
• LongMemory.GeneratingFunctions.sds_gen
• LongMemory.LogPeriodEstimators.exact_whittle_est
• LongMemory.LogPeriodEstimators.exact_whittle_est_variance
• LongMemory.LogPeriodEstimators.exact_whittle_est_variance
• LongMemory.LogPeriodEstimators.exact_whittle_llk
• LongMemory.LogPeriodEstimators.gph_est
• LongMemory.LogPeriodEstimators.gph_est_variance
• LongMemory.LogPeriodEstimators.gph_est_variance
• LongMemory.LogPeriodEstimators.periodogram
• LongMemory.LogPeriodEstimators.periodogram_plot
• LongMemory.LogPeriodEstimators.periodogram_plot
• LongMemory.LogPeriodEstimators.whittle_est
• LongMemory.LogPeriodEstimators.whittle_est_variance
• LongMemory.LogPeriodEstimators.whittle_est_variance
• LongMemory.LogPeriodEstimators.whittle_llk
• LongMemory.ParametricEstimators.csa_cor_vals
• LongMemory.ParametricEstimators.csa_llk
• LongMemory.ParametricEstimators.csa_mle_est
• LongMemory.ParametricEstimators.csa_var_matrix
• LongMemory.ParametricEstimators.csa_var_vals
• LongMemory.ParametricEstimators.fi_cor_vals
• LongMemory.ParametricEstimators.fi_llk
• LongMemory.ParametricEstimators.fi_mle_est
• LongMemory.ParametricEstimators.fi_var_matrix
• LongMemory.ParametricEstimators.fi_var_vals
• LongMemory.ParametricEstimators.har_est
• LongMemory.ParametricEstimators.my_toeplitz
• LongMemory.StructuralChanges.lm_change_test
• LongMemory.StructuralChanges.simple_ols
• LongMemory.StructuralChanges.starred_var