costat: Time series costationarity determination and tests of
stationarity
Contains functions that can determine whether a time
series is second-order stationary or not (and hence evidence
for locally stationarity). Given two non-stationary series
(i.e. locally stationary series) this package can then discover
time-varying linear combinations that are second-order
stationary.
| Version: |
1.1-1 |
| Depends: |
R (≥ 2.0), wavethresh (≥ 4.5) |
| Published: |
2010-08-31 |
| Author: |
Guy Nason and Alessandro Cardinali |
| Maintainer: |
Guy Nason <g.p.nason at bristol.ac.uk> |
| License: |
GPL-2 |
| CRAN checks: |
costat results |
Downloads: