LeastFracDiff provides some minimal tools for finding an approximation to the least fractional difference order that transforms a time series into an stationary series, as suggested by de Prado (2018).
devtools::install_github("luisdamiano/LeastFracDiff", build_vignettes = TRUE)
vignette("ExampleSPY", package = "LeastFracDiff")See vignette online here.
de Prado, M. L. (2018). Advances in financial machine learning. John Wiley & Sons.