get.boundary.timeseries {TrendLSW} | R Documentation |
Calculate Boundary Extended Time Series
Description
Internal function to calculate the boundary extended time series, to be used within
the TLSW
function. Not recommended for general usage.
Usage
get.boundary.timeseries(x, type = "TLSW")
Arguments
x |
The time series used to calculate the boundary extended version. |
type |
The type of boundary handling used. Either |
Value
A vector of 4 times the length of the input vector.
References
McGonigle, E. T., Killick, R., and Nunes, M. (2022a). Trend locally stationary wavelet processes. Journal of Time Series Analysis, 43(6), 895-917.
McGonigle, E. T., Killick, R., and Nunes, M. (2022b). Modelling time-varying first and second-order structure of time series via wavelets and differencing. Electronic Journal of Statistics, 6(2), 4398-4448.