locits (Q35139): Difference between revisions
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Removed claim: depends on software (P342): igraph (Q57301) |
Swh import (talk | contribs) SWHID from Software Heritage |
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Property / last update: 7 November 2022 / rank | |||||||||||||||
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Property / depends on software: wavethresh / rank | |||||||||||||||
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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 | |||||||||||||||
Property / software version identifier: 1.4 / rank | |||||||||||||||
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Property / software version identifier: 1.4 / qualifier | |||||||||||||||
publication date: 18 October 2013
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1.7.1 | |||||||||||||||
Property / software version identifier: 1.7.1 / rank | |||||||||||||||
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Property / software version identifier: 1.7.1 / qualifier | |||||||||||||||
publication date: 30 March 2016
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Property / software version identifier: 1.7.3 / rank | |||||||||||||||
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Property / software version identifier: 1.7.3 / qualifier | |||||||||||||||
publication date: 14 November 2016
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Property / software version identifier: 1.7.5 / rank | |||||||||||||||
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Property / software version identifier: 1.7.5 / qualifier | |||||||||||||||
publication date: 9 May 2022
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Property / software version identifier: 1.7.7 / rank | |||||||||||||||
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Property / software version identifier: 1.7.7 / qualifier | |||||||||||||||
publication date: 5 September 2023
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5 September 2023
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Property / last update: 5 September 2023 / rank | |||||||||||||||
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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: 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: 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 / depends on software | |||||||||||||||
Property / depends on software: igraph / rank | |||||||||||||||
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Property / depends on software: R / rank | |||||||||||||||
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Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 3.3 | |||||||||||||||
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: 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
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 20:27, 21 March 2024
Test of Stationarity and Localized Autocovariance
Language | Label | Description | Also known as |
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English | locits |
Test of Stationarity and Localized Autocovariance |
Statements
5 September 2023
0 references
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
expanded from: GPL (≥ 2) (English)
0 references
15 September 2023
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