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Test statistics for mean reverting property

kennylin nthu 
Dear all:
   Does anybody know the function in R with which we can
test the mean reverting property of a time series?
Thanks.


Best,
Kenny Lin

Thread (4 messages)

kennylin nthu Test statistics for mean reverting property Apr 15 Matthieu Stigler Test statistics for mean reverting property Apr 15 John C Frain Test statistics for mean reverting property Apr 16 Ajay Shah Test statistics for mean reverting property Apr 16