R: Time Series Costationarity Determination

# Time Series Costationarity Determination

## Documentation for package ‘costat’ version 2.4.1

- DESCRIPTION file.

## Help Pages

costat-package | Computes localized autocovariance and searches for costationary solutions to bivariate time series.
AntiAR | Undo autoreflection action for an EWS object (wd stationary)
BootTOS | Perform bootstrap stationarity test for time series
COEFbothscale | Produces plots from output of findstysol that attempt to group different solutions.
coeftofn | Convert wavelet coefficients for two time-varying functions into two functions with respect to time.
costat | Computes localized autocovariance and searches for costationary solutions to bivariate time series.
EWSsmoothRM | Perform running mean smoothing of an EWS object
extractCS | Extractor function for 'csFSS' object.
findstysols | Given two time series find some time-varying linear combinations that are stationary.
fret | Particular section of FTSE log-return series.
getpvals | Form a particular linear combination of two time series and assess the combination's stationarity p-value
lacv | Computes localized (wavelet) autocovariance function
LCTS | Computes a Linear Combination Test Statistics
LCTSres | Plots solutions that are identified by findstysols
localvar | Compute the time-localized (unconditional) variance for a time series
mergexy | Concatenate a set of solution results into one set
plot.BootTOS | Plots results of a Bootstrap Test of Stationarity
plot.csBiFunction | Plot a 'csBiFunction' object
plot.csFSS | Plot a 'csFSS' object.
plot.csFSSgr | Produce plots from a 'csFSSgr' object.
plot.lacv | Plot localized autocovariance (lacv) object.
plotBS | Compute p-value for parametric Monte Carlo test and optionally plot test statistic values
print.csBiFunction | Print a 'csBiFunction' object.
print.csFSS | Print a'csFSS' object.
print.csFSSgr | Print 'csFSSgr' object.
print.lacv | Print lacv class object
prodcomb | Combine two time series using a time-varying linear combination.
SP500FTSElr | Log-returns time series of the SP500 and FTSE100 indices
sret | Particular section of SP500 log-returns series.
summary.csBiFunction | Summarize a 'csBiFunction' object.
summary.csFSS | Summarize a 'csFSS' object.
summary.csFSSgr | Summarize a 'csFSSgr' object.
summary.lacv | Summarizes a lacv object
TOSts | A test statistic for stationarity