Turning_point function

A function to compute Turning points

Calculates Turning point values.

Turning_point(x)

Arguments

• x: A time series

Returns

Turning point value

Details

Turning point of a time series. Following Tarnopolski et al. Physica A 461 (2016) 662-673.

Examples

x = arima.sim(model=list(ar = 0.3), n = 10^4)
Turning_point(x)

References

Tarnopolski et al. (2016), Physica A 461, 662-673.

Author(s)

Sebastian Sippel