SpuriousMemory1.0.0 package

Testing True Long Memory Against Spurious Long Memory

filterx

Filter a time series to reduce the short-memory dynamics using a low-o...

Longmemorytest

Testing true long memory against spurious long memory

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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>.

  • Maintainer: Zhongjun Qu
  • License: GPL (>= 3)
  • Last published: 2025-12-01