Locally Stationary Time Series

A set of functions that allow stationary analysis and locally stationary time series analysis. The principal references are Dahlhaus (1997) , Dahlhaus and Giraitis (1998) , Brockwell, et al. (2002) , Ljung and Box (1978) , Palma (2007) , Palma, et al. (2011) , and Palma and Olea (2010) .


Reference manual

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2.0 by Mauricio Vargas, a month ago


Report a bug at https://github.com/pachamaltese/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] , National Oceanic and Atmospheric Administration (NOAA) [dtc]

Documentation:   PDF Manual  

Task views: Time Series Analysis

Apache License (>= 2) license

Imports stats, Rdpack, ggplot2, scales, patchwork

Suggests testthat

See at CRAN