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Property / programmed in
 
Property / programmed in: R / rank
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Property / last update
7 November 2022
Timestamp+2022-11-07T00:00:00Z
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Property / last update: 7 November 2022 / rank
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Property / author
 
Property / author: Guy Nason / rank
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
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Property / copyright license: GNU General Public License, version 3.0 / qualifier
edition/version: expanded from: GPL (≥ 2) (English)
 
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Property / depends on software: wavethresh / rank
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Property / cites work
 
Property / cites work: A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series / rank
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1.4
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publication date: 18 October 2013
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1.7.1
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publication date: 30 March 2016
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1.7.3
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publication date: 14 November 2016
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1.7.5
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publication date: 9 May 2022
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1.7.7
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publication date: 5 September 2023
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5 September 2023
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Property / description
 
Provides test of second-order stationarity for timeseries (for dyadic and arbitrary-n length data). Provideslocalized autocovariance, with confidence intervals,for locally stationary (nonstationary) time series.See Nason, G P (2013) "A test for second-order stationarity andapproximate confidence intervals for localized autocovariancefor locally stationary time series." Journal of the Royal StatisticalSociety, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.
Property / description: Provides test of second-order stationarity for timeseries (for dyadic and arbitrary-n length data). Provideslocalized autocovariance, with confidence intervals,for locally stationary (nonstationary) time series.See Nason, G P (2013) "A test for second-order stationarity andapproximate confidence intervals for localized autocovariancefor locally stationary time series." Journal of the Royal StatisticalSociety, Series B, 75, 879-904. <doi:10.1111/rssb.12015>. / rank
 
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Property / author
 
Property / author: Guy Nason / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
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Property / copyright license: GNU General Public License, version 3.0 / qualifier
 
edition/version: expanded from: GPL (≥ 2) (English)
Property / depends on software
 
Property / depends on software: wavethresh / rank
 
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Property / depends on software: igraph / rank
 
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Property / depends on software
 
Property / depends on software: R / rank
 
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Property / depends on software: R / qualifier
 
Property / cites work
 
Property / cites work: A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series / rank
 
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Property / source code repository
 
Property / source code repository: https://github.com/cran/locits / rank
 
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Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:4ab90204bf687ea9e9f01c3bc79fc2cf137e87e5 / rank
 
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Property / Software Heritage ID: swh:1:snp:4ab90204bf687ea9e9f01c3bc79fc2cf137e87e5 / qualifier
 
Property / Software Heritage ID: swh:1:snp:4ab90204bf687ea9e9f01c3bc79fc2cf137e87e5 / qualifier
 
point in time: 15 September 2023
Timestamp+2023-09-15T00:00:00Z
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links / mardi / namelinks / mardi / name
 

Latest revision as of 20:27, 21 March 2024

Test of Stationarity and Localized Autocovariance
Language Label Description Also known as
English
locits
Test of Stationarity and Localized Autocovariance

    Statements

    swMATH work ID
    23366
    0 references
    instance of
    R package
    0 references
    software version identifier
    1.7.6
    publication date
    7 November 2022
    0 references
    1.4
    publication date
    18 October 2013
    0 references
    1.7.1
    publication date
    30 March 2016
    0 references
    1.7.3
    publication date
    14 November 2016
    0 references
    1.7.5
    publication date
    9 May 2022
    0 references
    1.7.7
    publication date
    5 September 2023
    0 references
    maintained by
    Guy Nason
    0 references
    CRAN project
    locits
    0 references
    programmed in
    R
    0 references
    last update
    5 September 2023
    0 references
    description
    Provides test of second-order stationarity for timeseries (for dyadic and arbitrary-n length data). Provideslocalized autocovariance, with confidence intervals,for locally stationary (nonstationary) time series.See Nason, G P (2013) "A test for second-order stationarity andapproximate confidence intervals for localized autocovariancefor locally stationary time series." Journal of the Royal StatisticalSociety, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.
    0 references
    author
    Guy Nason
    0 references
    depends on software
    wavethresh
    0 references
    igraph
    0 references
    R
    software version identifier
    ≥ 3.3
    0 references
     
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