Sieve Methods for Non-Stationary Time Series

We provide functions for estimation and inference of locally-stationary time series using the sieve methods and bootstrapping procedure. In addition, it also contains functions to generate Daubechies and Coiflet wavelet by Cascade algorithm and to process data visualization.


Reference manual

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install.packages("Sie2nts")

0.1.0 by Xiucai Ding, 4 years ago


Browse source code at https://github.com/cran/Sie2nts


Authors: Xiucai Ding [aut, cre, cph] , Chen Qian [aut, cph]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports ggplot2, Matrix, plotly, stringr, RCurl, splines, methods, utils, stats

Suggests knitr, rmarkdown


Imported by SIMle.


See at CRAN