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Results tagged with long-range-dependence
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user 328848
Used for time series with long memory. Could also arise in spatial data.
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How do I test long memory in ARFIMA?
I've been wondering about measuring long-term memory in ARFIMA models - should I use ACF/PACF for it? Or maybe there are some different methods - and then is there anything I didn't know since my firs …
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