BootWPTOS

Test Stationarity using Bootstrap Wavelet Packet Tests

CRAN Package

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 doi:10.1016/j.acha.2016.06.006.


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  • Depends2 packages