fit_Exptrawl function

Fits an exponential trawl function to equidistant time series data

fit_Exptrawl(x, Delta = 1, plotacf = FALSE, lags = 100)

Arguments

• x: vector of equidistant time series data
• Delta: interval length of the time grid used in the time series, the default is 1
• plotacf: binary variable specifying whether or not the empirical and fitted autocorrelation function should be plotted
• lags: number of lags to be used in the plot of the autocorrelation function

Returns

lambda: the memory parameter $\lambda$ in the exponential trawl

LM: the Lebesgue measure of the trawl set associated with the exponential trawl, i.e. $1/\lambda$.

Details

The trawl function is parametrised by the parameter $\lambda > 0$

as follows:

The Lebesgue measure of the corresponding trawl set is given by $1/\lambda$.