trendVolaMeasures {RGAP} | R Documentation |
Trend volatility measures
Description
Computes trend volatility measures.
Usage
trendVolaMeasures(tsOriginal, tsTrend, nDiff)
Arguments
tsOriginal |
The original time series. |
tsTrend |
The trend time series. |
nDiff |
Integer indicating the order of differencing applied to the input series. |
Value
A list containing the different measures.
[Package RGAP version 0.1.1 Index]