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>.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.3.0) |
| Imports: | fracdiff, stats |
| Suggests: | knitr, rmarkdown |
| Published: | 2025-12-01 |
| DOI: | 10.32614/CRAN.package.SpuriousMemory (may not be active yet) |
| Author: | Zhongjun Qu [aut, cre], Cheolju Kim [aut] |
| Maintainer: | Zhongjun Qu <qu at bu.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | SpuriousMemory results |
| Reference manual: | SpuriousMemory.html , SpuriousMemory.pdf |
| Vignettes: |
Introduction (source, R code) |
| Package source: | SpuriousMemory_1.0.0.tar.gz |
| Windows binaries: | r-devel: SpuriousMemory_1.0.0.zip, r-release: not available, r-oldrel: SpuriousMemory_1.0.0.zip |
| macOS binaries: | r-release (arm64): SpuriousMemory_1.0.0.tgz, r-oldrel (arm64): SpuriousMemory_1.0.0.tgz, r-release (x86_64): SpuriousMemory_1.0.0.tgz, r-oldrel (x86_64): SpuriousMemory_1.0.0.tgz |
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