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 |