Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

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Documentation for package ‘lpacf’ version 1.0.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

lpacf-package	Compute localized partial autocorrelation for locally stationary wavelet time series.
AutoBestBW.Epan	Choose a good bandwidth for smoothing of a EWS spectral estimator using the Epanechnikov kernel.
lpacf	Calculates the lpacf (local partial autocorrelation function).
lpacf.Epan	Calculates the lpacf (local partial autocorrelation function) using an Epanechnikov kernel spectral smoother.
lpacf.plot	Function to produce various plots of the lpacf.
plot.lpacf	Plot localized partial autocorrelation information in an 'lpacf' object.
print.lpacf	Prints a 'lpacf' object.
summary.lpacf	Print out summary information about a 'lpacf' object.
tvar2sim	Simulate a realization from a particular TVAR(2) model.