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