costat
Time Series Costationarity Determination
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. Cardinali, A. and Nason, G.P. (2013) doi:10.18637/jss.v055.i01.
- Version2.4.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- costat citation info
- Last release09/06/2023
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Team
Guy Nason
Alessandro Cardinali
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- Depends1 package