Man pages for costat
Time Series Costationarity Determination
| AntiAR | Undo autoreflection action for an EWS object (wd stationary) |
| BootTOS | Perform bootstrap stationarity test for time series |
| COEFbothscale | Produces plots from output of findstysol that attempt to... |
| coeftofn | Convert wavelet coefficients for two time-varying functions... |
| costat-package | Computes localized autocovariance and searches for... |
| EWSsmoothRM | Perform running mean smoothing of an EWS object |
| extractCS | Extractor function for 'csFSS' object. |
| findstysols | Given two time series find some time-varying linear... |
| fret | Particular section of FTSE log-return series. |
| getpvals | Form a particular linear combination of two time series and... |
| lacv | Computes localized (wavelet) autocovariance function |
| LCTS | Computes a Linear Combination Test Statistics |
| LCTSres | Plots solutions that are identified by findstysols |
| localvar | Compute the time-localized (unconditional) variance for a... |
| mergexy | Concatenate a set of solution results into one set |
| plot.BootTOS | Plots results of a Bootstrap Test of Stationarity |
| plotBS | Compute p-value for parametric Monte Carlo test and... |
| plot.csBiFunction | Plot a 'csBiFunction' object |
| plot.csFSS | Plot a 'csFSS' object. |
| plot.csFSSgr | Produce plots from a 'csFSSgr' object. |
| plot.lacv | Plot localized autocovariance (lacv) object. |
| print.csBiFunction | Print a 'csBiFunction' object. |
| print.csFSS | Print a'csFSS' object. |
| print.csFSSgr | Print 'csFSSgr' object. |
| print.lacv | Print lacv class object |
| prodcomb | Combine two time series using a time-varying linear... |
| SP500FTSElr | Log-returns time series of the SP500 and FTSE100 indices |
| sret | Particular section of SP500 log-returns series. |
| summary.csBiFunction | Summarize a 'csBiFunction' object. |
| summary.csFSS | Summarize a 'csFSS' object. |
| summary.csFSSgr | Summarize a 'csFSSgr' object. |
| summary.lacv | Summarizes a lacv object |
| TOSts | A test statistic for stationarity |
