summary.hwtANYN

This function summarizes the results of a <code>hwtANYN</code>
	object that contains the results of a Haar wavelet transform that
	had been carried out on an original vector of (potentially) non-dyadic
	length.

Provides test of second-order stationarity for time
series (for dyadic and arbitrary-n length data). Provides
localized autocovariance, with confidence intervals,
for locally stationary (nonstationary) time series.
See Nason, G P (2013) "A test for second-order stationarity and
approximate confidence intervals for localized autocovariance
for locally stationary time series." Journal of the Royal Statistical
Society, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.

Guy Nason

locits

Test of Stationarity and Localized Autocovariance

summary.hwtANYN function

<dl> <dt>object</dt>
<dd>The object that you want a summary of. The object might be
	the results from, e.g., <code>hwt</code> function.</dd>
 
 <dt>...</dt>
<dd>Other arguments</dd></dl>

Arguments

Author

Summarize the results of a Haar wavelet transform object computed
	from an arbitrary length vector. — summary.hwtANYN

<dl>

 <dt>object</dt>
<dd>The object that you want a summary of. The object might be
	the results from, e.g., <code>hwt</code> function.</dd>
 
 <dt>...</dt>
<dd>Other arguments</dd>

</dl>

summary.hwtANYN: Summarize the results of a Haar wavelet transform object computed from an arbitrary length vector.

Description

Usage

Value

Arguments

Author

References

See Also

Examples