Observations 513:1024 from the SP500 log-returns series
	stored in <code><a href="/link/SP500FTSElr?package=costat&version=1.1-1" rd-options="" data-mini-rdoc="costat::SP500FTSElr">SP500FTSElr</a></code> dataset.

datasets

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.

Guy Nason

costat

Time series costationarity determination and tests of
        stationarity.

y2 function

A vector of 512 observations of the FTSE100 log-returns series

y2: Particular section of FTSE log-return series.

Description

Usage

Arguments

format

source

Details

References

Examples