
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 symbolicnumericalgraphical...

FUNFITS
 Referenced in 26 articles
[sw02191]
 The LENNS package (’Lyapunov Exponents for Noisy Nonlinear...

SPLUS
 Referenced in 601 articles
[sw02892]
 SPLUS 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...