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Introduction to rbreak2 months ago
Introduction | Model Setup | Restriction Forms | Installation | The Example Dataset | A Simple Example | Data Setup | Using Form A Restrictions | Specifying Restrictions (Form A) | Conducting the Analysis (Form A) | Specifying Restrictions (Form B) | Conducting the Analysis (Form B) | Bootstrap Methods for Avoiding Local Minima | The Problem of Local Minima | Bootstrap Restarting Break-Point (BRBP) Algorithm | Using Form A with BRBP | Residual Bootstrap Restarting Break-Point (RBRBP) Algorithm | Using Form A with RBRBP | Complete Workflow Example | Step 1: Initial Estimation | Step 2: Bootstrap Refinement | Using Form B: | Using Form A: | References | Session Info
Introduction6 months ago
The Problem of Spurious Long Memory | The Test Methodology | Installation | The RV5min Dataset | Conducting the Test | Basic Usage | Understanding the Output | Technical Details | Accessing Results | Simulated Examples | Example 1: Genuine Long Memory (ARFIMA) | Example 2: Level Shift (Spurious) | Significance Levels | References | Session Info