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costat  

Time Series Costationarity Determination
View on CRAN: Click here


Download and install costat package within the R console
Install from CRAN:
install.packages("costat")

Install from Github:
library("remotes")
install_github("cran/costat")

Install by package version:
library("remotes")
install_version("costat", "2.4.1")



Attach the package and use:
library("costat")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-08-31
Latest Update: 2023-08-19
Description:
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) .
How to cite:
Guy Nason (2010). costat: Time Series Costationarity Determination. R package version 2.4.1, https://cran.r-project.org/web/packages/costat. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.1-1 (2010-08-31 18:30), 2.0 (2012-11-27 07:56), 2.1 (2012-11-27 15:16), 2.2 (2013-06-04 16:01), 2.3 (2013-10-14 14:19), 2.4 (2018-04-06 19:55)
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