Man pages for NonlinearTSA
Nonlinear Time Series Analysis
| ARCH.Test | ARCH Test for time series |
| Cook_Vougas_2009_unit_root | Cook and Vougas(2009) nonlinear unit root test function |
| Cuestas_Garratt_unit_root | Cuestas and Garratt(2011) nonlinear unit root test function |
| Cuestas_Ordonez_2014_unit_root | Cuestas and Ordonez(2014) nonlinear unit root test function |
| Enders_Granger_1998 | Enders and Granger_1998 nonlinear unit root test function |
| Enders_Siklos_2001 | Enders and Siklos(2001) Nonlinear Cointegration Test Function |
| ESTAR_ECM | STAR Vector Error Correction Model |
| Harvey_Mills_2002_unit_root | Harvey and Mills(2002) nonlinear unit root test function |
| Hu_Chen_Unit_Root | Hu and Chen(2016) nonlinear unit root test function |
| IBM | IBM |
| Kilic_2011_unit_root | Kilic(2011) nonlinear unit root test function |
| Kruse_Unit_Root | Kruse(2011) nonlinear unit root test function |
| KSS_2006_Cointegration | Kapetanios, Shin and Snell(2006) nonlinear cointegration test... |
| KSS_Unit_Root | Kapetanios, Shin and Snell(2003) nonlinear unit root test... |
| LNV_1998_unit_root | Leybourne Newbold and Vougas (1998) nonlinear unit root test... |
| MarketPrices | MarketPrices |
| Mc.Leod.Li | Mc.Leod.Li nonlinearity test |
| MTAR_ECM | MTAR Vector Error Correction Model |
| Park_Shintani_2016_unit_root | Park and Shintani(2012) nonlinear unit root test function |
| Pascalau_2007_unit_root | Pascalau(2007) nonlinear unit root test function |
| SETAR_model | SETAR model estimation |
| Sollis_2004_unit_root | Sollis(2004) nonlinear unit root test function |
| Sollis2009_Unit_Root | Sollis(2009) nonlinear unit root test function |
| Terasvirta1994test | Terasvirta (1994) nonlinearity test |
| Vougas_2006_unit_root | Vougas(2006) nonlinear unit root test function |
