Time series analysis based on dynamical systems theory


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Documentation for package ‘tsDyn’ version 0.6-1

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tsDyn-package Getting started with the tsDyn package
AAR Additive nonlinear autoregressive model
aar Additive nonlinear autoregressive model
addRegime addRegime test
AIC.nlar nlar methods
as.data.frame.llar Locally linear model
autopairs Bivariate time series plots
autotriples Trivariate time series plots
autotriples.rgl Interactive trivariate time series plots
availableModels Available models
coef.nlar nlar methods
d2sigmoid sigmoid functions
delta delta test of conditional indipendence
delta.lin delta test of linearity
delta.test delta test of conditional indipendence
dsigmoid sigmoid functions
fitted.nlar nlar methods
isLinear isLinear
LINEAR Linear AutoRegressive models
linear Linear AutoRegressive models
llar Locally linear model
LSTAR Logistic Smooth Transition AutoRegressive model
lstar Logistic Smooth Transition AutoRegressive model
MAPE Mean Absolute Percent Error
MAPE.nlar nlar methods
mse Mean Square Error
mse.nlar nlar methods
nlar-methods nlar methods
nlarDialog GUI to nlar
NNET Neural Network nonlinear autoregressive model
nnetTs Neural Network nonlinear autoregressive model
plot-methods Plotting methods for setar and lstar subclasses
plot.aar Additive nonlinear autoregressive model
plot.llar Locally linear model
plot.lstar Plotting methods for setar and lstar subclasses
plot.nlar nlar methods
plot.setar Plotting methods for setar and lstar subclasses
predict.nlar nlar methods
print.aar Additive nonlinear autoregressive model
print.linear Linear AutoRegressive models
print.llar Locally linear model
print.nlar nlar methods
print.summary.linear Linear AutoRegressive models
residuals.nlar nlar methods
selectLSTAR Automatic selection of model hyper-parameters
selectNNET Automatic selection of model hyper-parameters
selectSETAR Automatic selection of SETAR hyper-parameters
SETAR Self Threshold Autoregressive model
setar Self Threshold Autoregressive model
sigmoid sigmoid functions
STAR STAR model
star STAR model
summary.aar Additive nonlinear autoregressive model
summary.linear Linear AutoRegressive models
summary.nlar nlar methods
summary.setar Self Threshold Autoregressive model
toLatex.nlar nlar methods
toLatex.setar Latex representation of fitted setar models
tsDyn Getting started with the tsDyn package