Package: costat 2.4.1
Guy Nason
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>.
Authors:
costat_2.4.1.tar.gz
costat_2.4.1.tar.gz(r-4.5-noble)costat_2.4.1.tar.gz(r-4.4-noble)
costat_2.4.1.tgz(r-4.4-emscripten)costat_2.4.1.tgz(r-4.3-emscripten)
costat.pdf |costat.html✨
costat/json (API)
# Install 'costat' in R: |
install.packages('costat', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- SP500FTSElr - Log-returns time series of the SP500 and FTSE100 indices
- fret - Particular section of FTSE log-return series.
- sret - Particular section of SP500 log-returns series.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:3338ff2e17. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 10 2024 |
R-4.5-linux | OK | Oct 10 2024 |
Exports:AntiARBootTOSCOEFbothscalecoeftofnEWSsmoothRMextractCSfindstysolsgetpvalslacvLCTSLCTSreslocalvarmergexyplot.BootTOSplot.csBiFunctionplot.csFSSplot.csFSSgrplot.lacvplotBSprint.csBiFunctionprint.csFSSprint.csFSSgrprint.lacvprodcombsummary.csBiFunctionsummary.csFSSsummary.csFSSgrsummary.lacvTOSts
Dependencies:MASSwavethresh