Convert wavelet coefficients for two time-varying functions...

Computes a time-varying autocovariance and associated plots for plotting this. Also can search for costationary solutions between two time series.

Package: | costat |

Type: | Package |

Version: | 1.0 |

Date: | 2012-10-24 |

License: | What license is it under? |

Guy Nason, <g.p.nason@bristol.ac.uk>

Cardinali, A. and Nason, Guy P. (2013) Costationarity of
Locally Stationary Time Series Using costat.
*Journal of Statistical Software*, **55**, Issue 1.

Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary
time series. *J. Time Series Econometrics*, **2**, Issue 2, Article 1.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
#
# Compute localized acv
#
x <- c(rnorm(128, sd=1), rnorm(128, sd=3))
xlacv <- lacv(x, lag.max=30)
#
# Plot the time-varying autocovariance at time t=100
#
## Not run: plot(xlacv, type="acf", the.time=100, plotcor=FALSE)
#
# Plot the time-varying autocovariance at time t=400
#
## Not run: plot(xlacv, type="acf", the.time=400, plotcor=FALSE)
#
# See examples for findstysols for other examples
#
``` |

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