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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>.
| Version: | 1.7.7 |
| Depends: | R (≥ 3.3), wavethresh, igraph |
| Published: | 2023-09-05 |
| Author: | Guy Nason [aut, cre] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | locits citation info |
| In views: | TimeSeries |
| CRAN checks: | locits results |
| Reference manual: | locits.pdf |
| Package source: | locits_1.7.7.tar.gz |
| Windows binaries: | r-devel: locits_1.7.7.zip, r-release: locits_1.7.7.zip, r-oldrel: locits_1.7.7.zip |
| macOS binaries: | r-release (arm64): locits_1.7.7.tgz, r-oldrel (arm64): locits_1.7.7.tgz, r-release (x86_64): locits_1.7.7.tgz, r-oldrel (x86_64): locits_1.7.7.tgz |
| Old sources: | locits archive |
| Reverse depends: | forecastLSW, lpacf |
| Reverse imports: | TrendLSW |
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