costat: Time series costationarity determination

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: 2.3
Depends: R (≥ 2.14), wavethresh (≥ 4.6.1)
Suggests: parallel
Published: 2013-10-14
Author: Guy Nason, Alessandro Cardinali
Maintainer: Guy Nason <g.p.nason at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: costat citation info
In views: TimeSeries
CRAN checks: costat results


Reference manual: costat.pdf
Package source: costat_2.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: costat_2.3.tgz, r-oldrel: costat_2.3.tgz
Old sources: costat archive


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