costat

MaRDI QIDQ36221swMATHCRANFDO

Authors Alessandro Cardinali, Guy Nason

Last update 6 September 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 2.4, 1.1-1, 2.0, 2.1, 2.2, 2.3, 2.4.1

Official website https://cran.r-project.org/web/packages/costat/index.html

Source code repository https://github.com/cran/costat

Description

Contains functions that can determine whether a time seriesis second-order stationary or not (and hence evidence forlocally stationarity). Given two non-stationary series (i.e.locally stationary series) this package can then discovertime-varying linear combinations that are second-order stationary.Cardinali, A. and Nason, G.P. (2013)<doi:10.18637/jss.v055.i01>.

Cites work

• Costationarity of Locally Stationary Time Series Usingcostat

Cited in

(12)

• Elements of Copula Modeling with R
• npcp
• Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
• fractal
• locits
• LS2W
• nor1mix
• LSTS
• mvLSW
• copulaData
• lcopula
• zenplots

This page was built for software: costat