Provides test of second-order stationarity for time series (for dyadic and arbitrary-n length data). Provides localized autocovariance, with confidence intervals, for locally stationary (nonstationary) time series. See Nason, G P (2013) "A test for second-order stationarity and approximate confidence intervals for localized autocovariance for locally stationary time series." Journal of the Royal Statistical Society, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.
|Author||Guy Nason [aut, cre]|
|Maintainer||Guy Nason <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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