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 |
BBCTest | Test of unit root against SETAR alternative |
BIC | Bayesian (Schwarz) information criterion |
bic | Bayesian (Schwarz) information criterion |
coef.nlar | nlar methods |
d2sigmoid | sigmoid functions |
delta | delta test of conditional indipendence |
delta.lin | delta test of linearity |
delta.lin.test | delta test of linearity |
delta.test | delta test of conditional indipendence |
dsigmoid | sigmoid functions |
extendBoot | extension of the bootstrap replications |
fitted.nlar | nlar methods |
getTh | Extract threshold(s) coefficient |
getTh.default | Extract threshold(s) coefficient |
IIPUs | US monthly industrial production from Hansen (1999) |
isLinear | isLinear |
KapShinTest | Test of unit root against SETAR alternative with |
LINEAR | Linear AutoRegressive models |
linear | Linear AutoRegressive models |
lineVar | Multivariate linear models: VAR and VECM |
llar | Locally linear model |
llar.fitted | Locally linear model |
llar.predict | Locally linear model |
LSTAR | Logistic Smooth Transition AutoRegressive model |
lstar | Logistic Smooth Transition AutoRegressive model |
MakeThSpec | Specification of the threshold search |
makeThSpec | Specification of the threshold search |
MAPE | Mean Absolute Percent Error |
MAPE.default | Mean Absolute Percent Error |
MAPE.nlar | nlar methods |
mse | Mean Square Error |
mse.default | 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 |
OlsTVAR | Multivariate Treshold 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 |
regime | Extract variable showing regime |
regime.default | Extract variable showing regime |
residuals.nlar | nlar methods |
resVar | Residual variance |
selectLSTAR | Automatic selection of model hyper-parameters |
selectNNET | Automatic selection of model hyper-parameters |
selectSETAR | Automatic selection of SETAR hyper-parameters |
selectSetar | Automatic selection of SETAR hyper-parameters |
selectsetar | Automatic selection of SETAR hyper-parameters |
SETAR | Self Threshold Autoregressive model |
setar | Self Threshold Autoregressive model |
setar.sim | Simulation and bootstrap of Treshold Autoregressive model |
setarTest | Test of linearity |
setartest | Test of linearity |
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 |
TVAR | Multivariate Treshold Autoregressive model |
TVAR.LRtest | Test of linearity |
TVAR.sim | Simulation and bootstrap of multivariate Treshold Autoregressive model |
TVECM | Treshold Vector Error Correction model (VECM) |
TVECM.SeoTest | No cointegration vs threshold cointegration test |
TVECM.sim | Simulation and bootstrap of bivariate VECM/TVECM |
UsUnemp | US unemployment series used in Caner and Hansen (2001) |
VAR.sim | Simulation of VAR |
zeroyld | zeroyld time series |