Smoothing Long-Memory Time Series

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Documentation for package ‘esemifar’ version 1.0.2

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esemifar-package esemifar: A package for data-driven nonparametric estimation of the trend and its derivatives in equidistant time series.
airLDN Daily Observations of the Air Quality Index of London (Britain)
critMatlm FARIMA Order Selection Matrix
dsmoothlm Data-driven Local Polynomial for the Trend's Derivatives in Equidistant Time Series
esemifar esemifar: A package for data-driven nonparametric estimation of the trend and its derivatives in equidistant time series.
fitted.esemifar Extract Model Fitted Values
gdpG7 Quarterly G7 GDP, Q1 1962 to Q4 2019
plot.esemifar Plot Method for the Package 'esemifar'
print.esemifar Print Method for the Package 'esemifar'
residuals.esemifar Extract Model Residuals
tsmoothlm Advanced Data-driven Nonparametric Regression for the Trend in Equidistant Time Series