estimateLongRunVar {ACV} | R Documentation |
Estimate long-run variance
Description
Internal function for estimating the long-run variance.
Usage
estimateLongRunVar(x, bw = NULL)
Arguments
x |
Univariate time-series object. |
bw |
Bandwidth for long run variance estimation. |
Value
Estimated long run variance (numeric vector of length 1).
[Package ACV version 1.0.2 Index]