print.lacv {costat} | R Documentation |
Prints information about lacv class object.
## S3 method for class 'lacv' print(x, ...)
x |
The lacv class object you want to print |
... |
Other arguments |
None
Guy Nason
Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.
Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.
# # Make some dummy data, e.g. white noise # v <- rnorm(256) # # Compute the localized autocovariance (ok, the input is stationary # but this is just an example. More interesting things could be achieved # by putting the results of simulating from a LSW process, or piecewise # stationary by concatenating different stationary realizations, etc. # vlacv <- lacv(v, lag.max=30) # # Now let's print the lacv object # print(vlacv) #Class 'lacv' : Localized Autocovariance/correlation Object: # ~~~~ : List with 3 components with names # lacv lacr date # # #summary(.): #---------- #Name of originating time series: #Date produced: Thu Oct 25 12:11:29 2012 #Number of times: 256 #Number of lags: 30