print.lacf: Print lacf class object

In locits: Test of Stationarity and Localized Autocovariance

Print lacf class object

Description

Prints information about lacf class object.

Usage

## S3 method for class 'lacf'
print(x, ...)

Arguments

x	The lacf class object you want to print
...	Other arguments

Value

None

Author(s)

Guy Nason

References

Cardinali, A. and Nason, G.P. (2012) Costationarity of Locally Stationary Time Series using costat.

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

Nason, G.P. (2013) A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series. J. R. Statist. Soc. B, 75, 879-904. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/rssb.12015")}

See Also

lacf, plot.lacf, summary.lacf

Examples

#
# 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.
#
vlacf <- lacf(v, lag.max=30)
#
# Now let's print the lacf object 
#
print(vlacf)
#Class 'lacf' : Localized Autocovariance/correlation Object:
#       ~~~~  : List with 3 components with names
#             lacf lacr date 
#
#
#summary(.):
#----------
#Name of originating time series:  
#Date produced:  Thu Oct 25 12:11:29 2012 
#Number of times:  256 
#Number of lags:  30 

locits documentation built on Sept. 8, 2023, 5:07 p.m.