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LSTS (version 2.1)

Locally Stationary Time Series

Description

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

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Version

Install

install.packages('LSTS')

Monthly Downloads

320

Version

2.1

License

Apache License (>= 2)

Maintainer

Mauricio Vargas

Last Published

July 29th, 2021

Functions in LSTS (2.1)

block.smooth.periodogram

Smooth Periodogram by Blocks
malleco

Average Araucaria Araucana Tree Ring Width
LS.summary

Summary for Locally Stationary Time Series
LS.kalman

Kalman filter for locally stationary processes
LS.whittle

Whittle estimator to Locally Stationary Time Series
hessian

Hessian Matrix
LS.whittle.loglik

Locally Stationary Whittle log-likelihood Function
LS.whittle.loglik.theta

Locally Stationary Whittle Log-likelihood theta
Box.Ljung.Test

Ljung-Box Test Plot
LS.whittle.loglik.sd

Locally Stationary Whittle Log-likelihood sigma
periodogram

Periodogram function
ts.diag

Diagnostic Plots for Time Series fits
spectral.density

Spectral Density
smooth.periodogram

Smoothing periodogram