Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes
Choose a good bandwidth for smoothing of a EWS spectral estimator usin...
Compute localized partial autocorrelation for locally stationary wavel...
Calculates the lpacf (local partial autocorrelation function) using an...
Function to produce various plots of the lpacf.
Calculates the lpacf (local partial autocorrelation function).
Plot localized partial autocorrelation information in an lpacf objec...
Prints a lpacf object.
Print out summary information about a lpacf object.
Simulate a realization from a particular TVAR(2) model.
Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) <doi:10.1214/20-EJS1748>.