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.
|Author||Guy Nason, Alessandro Cardinali|
|Date of publication||2013-10-14 14:19:44|
|Maintainer||Guy Nason <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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