SpuriousMemory
Testing True Long Memory Against Spurious Long Memory
Implements a test for distinguishing between true long memory and spurious long memory. Reference: Qu, Z. (2011). "A Test Against Spurious Long Memory." Journal of Business & Economic Statistics, 29(3), 423–438. <doi:10.1198/jbes.2010.09153>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | SpuriousMemory_1.0.0.tar.gz |
74.0 KiB |
1.0.0 |
rolling linux/noble R-4.5 | SpuriousMemory_1.0.0.tar.gz |
74.0 KiB |
1.0.0 |
rolling source/ R- | SpuriousMemory_1.0.0.tar.gz |
58.6 KiB |
1.0.0 |
latest linux/jammy R-4.5 | SpuriousMemory_1.0.0.tar.gz |
74.0 KiB |
1.0.0 |
latest linux/noble R-4.5 | SpuriousMemory_1.0.0.tar.gz |
74.0 KiB |
1.0.0 |
latest source/ R- | SpuriousMemory_1.0.0.tar.gz |
58.6 KiB |
1.0.0 |
2026-04-26 source/ R- | SpuriousMemory_1.0.0.tar.gz |
58.6 KiB |
1.0.0 |
2026-04-23 source/ R- | SpuriousMemory_1.0.0.tar.gz |
58.6 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | SpuriousMemory_1.0.0.zip |
79.7 KiB |