Nothing
locits: Test of Stationarity and Localized Autocovariance
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>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Guy Nason [aut, cre] |
| Maintainer | Guy Nason <g.nason@imperial.ac.uk> |
| License | GPL (>= 2) |
| Version | 1.7.7 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the locits package in your browser
Any scripts or data that you put into this service are public.
