Locally Stationary Time Series

Documentation for package ‘LSTS’ version 1.0

LSTS-package	LSTS Package
block.smooth.periodogram	Smooth Periodogram by blocks
Box.Ljung.Test	Ljung-Box Test Plot
estimator	Whittle estimator to Locally Stationary Time Series
fdensity	Spectral density
filter	Kalman filter for locally stationary processes
Fourier	Periodogram function
hessian	Hessian Matrix
kalman	Kalman filter for locally stationary processes
loglik	Locally Stationary Whittle log-likelihood Function
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
LSTS	LSTS Package
periodogram	Periodogram function
smooth.periodogram	Smoothing periodogram
spectral	Spectral density
summary	Summary for Locally Stationary Time Series
timeseries	Periodogram function
ts.diag	Diagnostic Plots for Time Series fits
whittle	Whittle estimator to Locally Stationary Time Series