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The existence of functions satisfying the central limit theorem or the local central limit theorem has been considered by many authors, e.g., [\\textit{G. Maruyama}, Proc. 3rd Japan-USSR Symp. Probab. Theory, Taschkent 1975, Lect. Notes Math. 550, 375-378 (1976; Zbl 0375.60045); \\textit{R. Burton} and \\textit{M. Denker}, Trans. Am. Math. Soc. 302, 715--726 (1987; Zbl 0628.60030)].  The present work is mostly influenced by the paper [\\textit{D. Voln\u00fd}, Trans. Am. Math. Soc. 351, No. 8, 3351--3371 (1999; Zbl 0939.37006)], where for every aperiodic dynamical system, a function satisfying the invariance principle and the almost sure invariance principle was constructed.  In the dynamical systems setting, it is in general a nontrivial problem to determine whether a function which satisfies the central limit theorem also satisfies the local central limit theorem. In fact, even in the nicer setting of chaotic (piecewise) smooth dynamical systems a local central limit theorem is usually proved under more stringent spectral conditions, see, e.g., the works [\\textit{J. Aaronson} and \\textit{M. Denker}, Stoch. Dyn. 1, No. 2, 193--237 (2001; Zbl 1039.37002); \\textit{Y. Guivarc'h} and \\textit{J. Hardy}, Ann. Inst. Henri Poincar\u00e9, Probab. Stat. 24, No. 1, 73--98 (1988; Zbl 0649.60041); \\textit{J. Rousseau-Egele}, Ann. Probab. 11, 772--788 (1983; Zbl 0518.60033)]. But the methods used therein to prove the central limit theorem rely on non-spectral tools that are not optimal to obtain the local limit theorem. Moreover, the resulting partial sum function process takes countless values.  All these technical problems are solved by the theorem proved by the authors in this article.  Theorem. For every ergodic aperiodic and measure-preserving dynamical system \\((X,B,m,T)\\) there exists a square integrable function \\(f:X\\rightarrow \\mathbb{Z}\\) with \\(\\int f dm=0\\) which satisfies the lattice local central limit theorem.  To construct functions satisfying the local central limit theorem the authors refer to [\\textit{J. C. Kieffer}, Ann. Probab. 8, 131--141 (1980; Zbl 0426.60036)], where a new version of the stochastic coding theorem was given. More precisely, it was shown that in any ergodic aperiodic dynamical system it is possible to realize each independent triangular array by taking a finite number of 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