• StFinMetrics

  • Referenced in 34 articles [sw29976]
  • authors consider such problems as testing for nonstationarity and cointegration; analysis of vector autoregressive...
  • BootWPTOS

  • Referenced in 7 articles [sw23807]
  • identify the location and duration of nonstationarities. Theoretical and simulated power calculations show the superiority...
  • PANICr

  • Referenced in 3 articles [sw11346]
  • PANICr: PANIC Tests of Nonstationarity. This package contains a methodology that makes ... dimensional panels to understand the nature of nonstationarity inherent in data. This is referred ... PANIC - Panel Analysis of Nonstationarity in Idiosyncratic and Common Components. PANIC (2004) includes valid pooling ... constructed. PANIC (2004) can detect whether the nonstationarity in a series is pervasive, or variable...
  • convoSPAT

  • Referenced in 5 articles [sw15289]
  • errors, and create various plots to visualize nonstationarity...
  • TRINICON

  • Referenced in 2 articles [sw08750]
  • three fundamental signal properties nonwhiteness, nongaussianity, and nonstationarity. This results in a versatile tool that...
  • HERCULES

  • Referenced in 2 articles [sw25126]
  • atmosphere is challenging owing to its nonstationarity and heterogeneity, especially in very stable conditions...
  • vario.diag

  • Referenced in 1 article [sw26391]
  • fitted variogram. It can help identify nonstationarity, outliers, and poor variogram fit in general. Simulated...
  • IPSHIN

  • Referenced in 1 article [sw31888]
  • standard normal under the null hypothesis of nonstationarity. Users of Stata 11+ should...
  • R

  • Referenced in 8601 articles [sw00771]
  • R is a language and environment for statistical...
  • MACSYMA

  • Referenced in 716 articles [sw01209]
  • Macsyma is a general purpose symbolic-numerical-graphical...
  • FUNFITS

  • Referenced in 26 articles [sw02191]
  • The LENNS package (’Lyapunov Exponents for Noisy Nonlinear...
  • S-PLUS

  • Referenced in 601 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • faraway

  • Referenced in 23 articles [sw04357]
  • Extending the linear model with R. Generalized linear...
  • TDSL

  • Referenced in 32 articles [sw04506]
  • Time Series Data Library The Time Series Data...
  • ICSNP

  • Referenced in 17 articles [sw04545]
  • R package ICSNP: Tools for Multivariate Nonparametrics , Tools...
  • KernSmooth

  • Referenced in 921 articles [sw04586]
  • Kernel smoothing refers to a general methodology for...
  • mctoolbox

  • Referenced in 1423 articles [sw04827]
  • The Matrix Computation Toolbox is a collection of...
  • KELLEY

  • Referenced in 610 articles [sw04829]
  • Iterative methods for optimization This book gives an...
  • hmm

  • Referenced in 14 articles [sw05422]
  • A hidden Markov model (HMM) is one in...
  • gss

  • Referenced in 277 articles [sw06099]
  • Smoothing spline ANOVA models Nonparametric function estimation with...