Description Usage Arguments Value Author(s) References See Also Examples

Summarizes a lacv object

1 2 |

`object` |
The lacv object you wish summarized. |

`...` |
Other arguments |

None

Guy Nason

Cardinali, A. and Nason, Guy P. (2013) Costationarity of
Locally Stationary Time Series Using costat.
*Journal of Statistical Software*, **55**, Issue 1.

Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary
time series. *J. Time Series Econometrics*, **2**, Issue 2, Article 1.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | ```
#
# Make some dummy data, e.g. white noise
#
v <- rnorm(256)
#
# Compute the localized autocovariance (ok, the input is stationary
# but this is just an example. More interesting things could be achieved
# by putting the results of simulating from a LSW process, or piecewise
# stationary by concatenating different stationary realizations, etc.
#
vlacv <- lacv(v, lag.max=20)
#
# Now let's summarize the lacv object
#
summary(vlacv)
#Name of originating time series:
#Date produced: Thu Oct 25 12:11:29 2012
#Number of times: 256
#Number of lags: 20
``` |

costat documentation built on April 7, 2018, 1:03 a.m.

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