summary.lacf: Summarizes a lacf object

In locits: Test of Stationarity and Localized Autocovariance

Summarizes a lacf object

Description

Summarizes a lacf object

Usage

## S3 method for class 'lacf'
summary(object, ...)

Arguments

object	The lacf object you wish summarized.
...	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, print.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=20)
#
# Now let's summarize the lacf object
#
summary(vlacf)
#Name of originating time series:  
#Date produced:  Thu Oct 25 12:11:29 2012 
#Number of times:  256 
#Number of lags:  20  

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