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370837
2012 May 31
2
time-series statistics collection
Hello,
I am trying to collect several global measures or statistics for
time-series as well as packages of R that can compute them. I have found
several of them in papers and books, but the literature is so big i am sure
i am missing several of them.
skewness
kurtosis
min
max
mean
SD
trend
seasonality
periodicity
chaos (Lyapunov Exponent) / Largest Lyapunov Exponent (i think is the same