lpacf

Authors Rebecca Killick, Guy Nason, Marina Knight, Matt Nunes

Last update 22 August 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 1.0, 1.0.1, PACKAGES.rds, 1.0.2

Description

Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) <doi:10.1214/20-EJS1748>.

Cites work

The local partial autocorrelation function and some applications

Cited in

(1)

forecastLSW

This page was built for software: lpacf