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To cite the 'locits' package in publications use:
Nason G (2023). locits: Tests of stationarity and localized autocovariance. R package version 1.7.7.
G. P. Nason (2013). “A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series.” Journal of the Royal Statistical Society, Series B, 75, 879–904. doi:10.1111/rssb.12015.
Corresponding BibTeX entries:
@Manual{,
title = {locits: Tests of stationarity and localized
autocovariance},
author = {Guy Nason},
year = {2023},
note = {R package version 1.7.7},
}
@Article{,
title = {A test for second-order stationarity and approximate
confidence intervals for localized autocovariances for locally
stationary time series},
author = {{G. P. Nason}},
journal = {Journal of the Royal Statistical Society, Series B},
volume = {75},
year = {2013},
pages = {879--904},
doi = {10.1111/rssb.12015},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.