R: Locally Stationary Time Series

# Locally Stationary Time Series

## Documentation for package ‘LSTS’ version 2.1

- DESCRIPTION file
- Package NEWS

## Help Pages

block.smooth.periodogram | Smooth Periodogram by Blocks
Box.Ljung.Test | Ljung-Box Test Plot
hessian | Hessian Matrix
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
malleco | Average Araucaria Araucana Tree Ring Width
periodogram | Periodogram function
smooth.periodogram | Smoothing periodogram
spectral.density | Spectral Density
ts.diag | Diagnostic Plots for Time Series fits