r-locits 1.7.7
Channel: guix-cran
Home page: https://cran.r-project.org/package=locits
Licenses: GPL 2+
Synopsis: Test of Stationarity and Localized Autocovariance
Description:
This package 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>.
Total results: 1