statcomp (version 0.1.0)

Abbe: A function to compute Abbe values

Description

Calculates "Abbe" values.

Usage

Abbe(x)

Arguments

x

A time series

Value

Abbe value

Details

"Abbe" values quantify the degree of smoothness of a time series. Decreases to zero for very smooth time series, tends to unity for purely white noise. Following Tarnopolski et al. Physica A 461 (2016) 662-673.

References

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

Examples

# NOT RUN {
x = arima.sim(model=list(ar = 0.3), n = 10^4)
Abbe(x)
# }