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Sie2nts  

Sieve Methods for Non-Stationary Time Series
View on CRAN: Click here


Download and install Sie2nts package within the R console
Install from CRAN:
install.packages("Sie2nts")

Install from Github:
library("remotes")
install_github("cran/Sie2nts")

Install by package version:
library("remotes")
install_version("Sie2nts", "0.1.0")



Attach the package and use:
library("Sie2nts")
Maintained by
Xiucai Ding
[Scholar Profile | Author Map]
First Published: 2023-01-18
Latest Update: 2023-01-18
Description:
We provide functions for estimation and inference of locally-stationary time series using the sieve methods and bootstrapping procedure. In addition, it also contains functions to generate Daubechies and Coiflet wavelet by Cascade algorithm and to process data visualization.
How to cite:
Xiucai Ding (2023). Sie2nts: Sieve Methods for Non-Stationary Time Series. R package version 0.1.0, https://cran.r-project.org/web/packages/Sie2nts. Accessed 28 Apr. 2025.
Previous versions and publish date:
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Complete documentation for Sie2nts
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