costat: Time series costationarity determination
Version 2.3

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.

Package details

AuthorGuy Nason, Alessandro Cardinali
Date of publication2013-10-14 14:19:44
MaintainerGuy Nason <[email protected]>
LicenseGPL (>= 2)
Version2.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("costat")

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costat documentation built on May 29, 2017, 2:54 p.m.