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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>.

Version: 1.7.7
Depends: R (≥ 3.3), wavethresh, igraph
Published: 2023-09-05
DOI: 10.32614/CRAN.package.locits
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

Documentation:

Reference manual: locits.pdf

Downloads:

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 dependencies:

Reverse depends: forecastLSW, lpacf
Reverse imports: TrendLSW

Linking:

Please use the canonical form https://CRAN.R-project.org/package=locits to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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