• StFinMetrics

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

• BootWPTOS

• Referenced in 6 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 4 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 8359 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 595 articles [sw02892]
• S-PLUS is a powerful environment for statistical...

• faraway

• Referenced in 22 articles [sw04357]
• Extending the linear model with R. Generalized linear...

• TDSL

• Referenced in 31 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 911 articles [sw04586]
• Kernel smoothing refers to a general methodology for...

• mctoolbox

• Referenced in 1391 articles [sw04827]
• The Matrix Computation Toolbox is a collection of...

• KELLEY

• Referenced in 600 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 273 articles [sw06099]
• Smoothing spline ANOVA models Nonparametric function estimation with...