>
> 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
> statistic)
> serial correlation / auto-correlation (this is the same if i am correct
> Box-Pierce autocorrelation sum)
> higher-order autocorrelation
> nonlinearity (terasvirta test)
> self similarity (Hurst exponent)
> matual information sum
>
> any other statistics that i am missing? Maybe other useful tests?
>
> or books/papers that i could find more?
>
> also any packages that can compute some/all of them?
>
> Best,
> PA
>
>
>
>
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