locits (Q35139): Difference between revisions
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Property / source code repository: https://github.com/cran/locits / rank | |||||||||||||||
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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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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
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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>.
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expanded from: GPL (≥ 2) (English)
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Identifiers
15 September 2023
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