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.