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locits  

Test of Stationarity and Localized Autocovariance
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("locits", "1.7.7")



Attach the package and use:
library("locits")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-10-18
Latest Update: 2023-09-05
Description:
Provides test of second-order stationarity for time series (for dyadic and arbitrary-n length data). Provides localized autocovariance, with confidence intervals, for locally stationary (nonstationary) time series. See Nason, G P (2013) "A test for second-order stationarity and approximate confidence intervals for localized autocovariance for locally stationary time series." Journal of the Royal Statistical Society, Series B, 75, 879-904. .
How to cite:
Guy Nason (2013). locits: Test of Stationarity and Localized Autocovariance. R package version 1.7.7, https://cran.r-project.org/web/packages/locits. Accessed 06 Nov. 2024.
Previous versions and publish date:
1.4 (2013-10-18 17:10), 1.7.1 (2016-03-30 20:35), 1.7.3 (2016-11-14 20:54), 1.7.5 (2022-05-09 10:40), 1.7.6 (2022-11-07 16:20)
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