coef_hurst

Computes the Hurst coefficient indicating the level of fractional differencing
of a time series.

Provides a collection of features, decomposition methods,
statistical summaries and graphics functions for the analysing tidy time
series data. The package name 'feasts' is an acronym comprising of its key
features: Feature Extraction And Statistics for Time Series.

Mitchell O'Hara-Wild

feasts

Feature Extraction and Statistics for Time Series

Rob Hyndman

Earo Wang

Di Cook

Thiyanga Talagala

Leanne Chhay

coef_hurst function

<dl><dt>x</dt>
<dd>a vector. If missing values are present, the largest
contiguous portion of the vector is used.</dd></dl>

Arguments

Author

Hurst coefficient — coef_hurst

<dl>

<dt>x</dt>
<dd>a vector. If missing values are present, the largest
contiguous portion of the vector is used.</dd>

</dl>

coef_hurst: Hurst coefficient

Description

Usage

Value

Arguments

Author