tsapp (version 1.0.4)

RS: RS rescaled adjusted range statistic

Description

RS rescaled adjusted range statistic

Usage

RS(x, k)

Arguments

x

univariate time series

k

length of the segments for which the statistic is computed. Starting with t=1, the segments do not overlap.

Value

(l,3)-matrix, 1. column: k, second column: starting time of segment, third column: value of RS statistic.

Examples

# NOT RUN {
 
 data(TREMOR)
 R <- RS(TREMOR,10)  
# }