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.
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Guy Nason, 4 years ago
Browse source code at
Guy Nason [aut, cre]
Time Series Analysis
Depends on wavethresh, igraph
See at CRAN