Non Linear Time Series Analysis
Documentation for package ‘NlinTS’ version 1.3.2
DESCRIPTION file
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causality.test
The Granger causality test
df.test
Augmented Dickey_Fuller test
nlin_causality.test
A non linear Granger causality test
varmlp
Artificial Neural Network VAR (Vector Auto-Regressive) model using a MultiLayer Perceptron.