print.lacf {locits} | R Documentation |
Print lacf class object
Description
Prints information about lacf class object.
Usage
## S3 method for class 'lacf'
print(x, ...)
Arguments
x |
The lacf class object you want to print |
... |
Other arguments |
Value
None
Author(s)
Guy Nason
References
Cardinali, A. and Nason, G.P. (2012) Costationarity of Locally
Stationary Time Series using costat
.
Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.
Nason, G.P. (2013) A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series. J. R. Statist. Soc. B, 75, 879-904. doi:10.1111/rssb.12015
See Also
Examples
#
# 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.
#
vlacf <- lacf(v, lag.max=30)
#
# Now let's print the lacf object
#
print(vlacf)
#Class 'lacf' : Localized Autocovariance/correlation Object:
# ~~~~ : List with 3 components with names
# lacf 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
[Package locits version 1.7.7 Index]