Installation
About
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.
| Citation | costat citation info |
Key Metrics
Downloads
| Yesterday | 15 0% |
| Last 7 days | 75 -25% |
| Last 30 days | 302 -5% |
| Last 90 days | 886 -25% |
| Last 365 days | 3.874 -8% |