swei
There exist some time series whose ACF decays slowly to zero at
a polynomial rate as the lag increases. These processes are referred to as long memory or long range dependent time series. One such an example is the fractionally differenced process defined by.....(一个模型公式)
请问怎么样用lonememo这个包 去检验一个序列是否为长记忆呢?我一直没找到这个包的用法和例子!