locits: Test of Stationarity and Localized Autocovariance

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. <doi:10.1111/rssb.12015>.

Version: 1.7.7
Depends: R (≥ 3.3), wavethresh, igraph
Published: 2023-09-05
DOI: 10.32614/CRAN.package.locits
Author: Guy Nason [aut, cre]
Maintainer: Guy Nason <g.nason at imperial.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: locits citation info
In views: TimeSeries
CRAN checks: locits results


Reference manual: locits.pdf


Package source: locits_1.7.7.tar.gz
Windows binaries: r-devel: locits_1.7.7.zip, r-release: locits_1.7.7.zip, r-oldrel: locits_1.7.7.zip
macOS binaries: r-release (arm64): locits_1.7.7.tgz, r-oldrel (arm64): locits_1.7.7.tgz, r-release (x86_64): locits_1.7.7.tgz, r-oldrel (x86_64): locits_1.7.7.tgz
Old sources: locits archive

Reverse dependencies:

Reverse depends: forecastLSW, lpacf
Reverse imports: TrendLSW


Please use the canonical form https://CRAN.R-project.org/package=locits to link to this page.