Optimization Methods

hhj()

Hall, Horowitz, and Jing (1995) "HHJ" Algorithm to Select the Optimal Block-Length

pwsd()

Politis and White (2004) Spectral Density "PWSD" Automatic Block-Length Selection

S3 Plot Methods

plot(<hhj>)

Plot MSE Function for HHJ Algorithm

plot(<pwsd>)

Plot Correlogram for Politis and White Auto\(-\)Correlation Implied Hypothesis Test