Abbe {statcomp} | R Documentation |
Calculates "Abbe" values.
Abbe(x)
x |
A time series |
"Abbe" values quantify the degree of smoothness of a time series. Decreases to zero for very smooth time series, tends to unity for purely white noise. Following Tarnopolski et al. Physica A 461 (2016) 662-673.
Abbe value
Sebastian Sippel
Tarnopolski et al. (2016), Physica A 461, 662-673.
x = arima.sim(model=list(ar = 0.3), n = 10^4) Abbe(x)