The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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 |
| 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: SpuriousMemory_1.0.0.zip, 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 |
Please use the canonical form https://CRAN.R-project.org/package=SpuriousMemory to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.