Article ID Journal Published Year Pages File Type
4962303 Procedia Computer Science 2016 4 Pages PDF
Abstract

Research objective - determination of long memory of a number of removals of cash. The model of determination of long memory of a time series relies on carrying out R\S and DFA of the analysis on Hurst's method. Calculation was carried out by means of Microsoft Excel and Microsoft Access. The executed calculations showed difference of a time series from random walks.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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