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]