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)

R package costat: Time Series Costationarity Determination (version 2.4.1) / Alessandro Cardinali. - ELETTRONICO. - (2023).

R package costat: Time Series Costationarity Determination (version 2.4.1)

Alessandro Cardinali
Methodology
2023

Abstract

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)
2023
Alessandro Cardinali
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1399416
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