Locally Stationary Time Series

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Documentation for package ‘LSTS’ version 2.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

block.smooth.periodogram	Smooth Periodogram by Blocks
Box.Ljung.Test	Ljung-Box Test Plot
hessian	Hessian Matrix
LS.kalman	Kalman filter for locally stationary processes
LS.summary	Summary for Locally Stationary Time Series
LS.whittle	Whittle estimator to Locally Stationary Time Series
LS.whittle.loglik	Locally Stationary Whittle log-likelihood Function
LS.whittle.loglik.sd	Locally Stationary Whittle Log-likelihood sigma
LS.whittle.loglik.theta	Locally Stationary Whittle Log-likelihood theta
malleco	Average Araucaria Araucana Tree Ring Width
periodogram	Periodogram function
smooth.periodogram	Smoothing periodogram
spectral.density	Spectral Density
ts.diag	Diagnostic Plots for Time Series fits