loc.cov

loc.cov(sp, spec = T)

Computes the local autocovariance from the Haar periodogram or the Haar spectrum of a series.

Takes:
sp The Haar spectrum or the Haar periodogram of a process. Use hper to obtain the periodogram and smper.tilw or smper.spl to smooth it. Use hspec to obtain the spectrum.
spec Must be set to T if a spectrum is supplied, and F if a periodogram is supplied.

Returns:
lvar The local variance computed from sp .