Locally Stationary Time Series

A set of functions that allow stationary analysis and locally stationary time series analysis.


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Reference manual

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install.packages("LSTS")

2.1 by Mauricio Vargas, 5 days ago


https://pacha.dev/LSTS/


Report a bug at https://github.com/pachadotdev/LSTS/issues/


Browse source code at https://github.com/cran/LSTS


Authors: Ricardo Olea [aut, cph] , Wilfredo Palma [aut, cph] , Pilar Rubio [aut] , Mauricio Vargas [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


Apache License (>= 2) license


Imports stats, Rdpack, ggplot2, scales, patchwork

Suggests testthat


See at CRAN