esemifar
Smoothing Long-Memory Time Series
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0.1 |
rolling source/ R- | esemifar_2.0.1.tar.gz |
92.1 KiB |
2.0.1 |
latest source/ R- | esemifar_2.0.1.tar.gz |
92.1 KiB |
2.0.1 |
2026-04-23 source/ R- | esemifar_2.0.1.tar.gz |
92.1 KiB |
2.0.1 |
2026-04-09 windows/windows R-4.5 | esemifar_2.0.1.zip |
579.6 KiB |