[R] Lo's modified R/S

mihaela micka_4 at yahoo.com
Fri Jul 3 09:20:43 CEST 2009


Hi all,

Does anyone know if Lo's modified R/S statistic is implemented in R? 
I found "rsFit" function from fArma package (LrdModelling), but I guess this
is to calculate the classical R/S statistic.

Thank you,
M.
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