[R] Is there a formal test for long vs short memory processes?

From: tom soyer <tom.soyer_at_gmail.com>
Date: Thu, 31 Jan 2008 10:52:22 -0600


Does anyone know if there are formal tests for long vs short memory processes? i.e., quantitative tests instead of visual examination of corellograms produced by acf.


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Received on Thu 31 Jan 2008 - 16:55:31 GMT

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