locits: Test of Stationarity and Localized Autocovariance
Version 1.7.3

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.

Package details

AuthorGuy Nason [aut, cre]
Date of publication2016-11-14 20:54:43
MaintainerGuy Nason <g.p.nason@bristol.ac.uk>
LicenseGPL-2
Version1.7.3
URL http://www.stats.bris.ac.uk/~guy
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("locits")

Try the locits package in your browser

Any scripts or data that you put into this service are public.

locits documentation built on May 29, 2017, 11:26 a.m.