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>.

Version: 2.4.1
Depends: R (≥ 2.14), wavethresh (≥ 4.6.1)
Suggests: parallel
Published: 2023-09-06
DOI: 10.32614/CRAN.package.costat
Author: Guy Nason [aut, cre], Alessandro Cardinali [aut, ctb]
Maintainer: Guy Nason <g.nason at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: costat citation info
In views: TimeSeries
CRAN checks: costat results


Reference manual: costat.pdf


Package source: costat_2.4.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): costat_2.4.1.tgz, r-oldrel (arm64): costat_2.4.1.tgz, r-release (x86_64): costat_2.4.1.tgz, r-oldrel (x86_64): costat_2.4.1.tgz
Old sources: costat archive


Please use the canonical form to link to this page.