Nothing
Implements nonlinear autoregressive (AR) time series models. For univariate series, a nonparametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006).
Package details 


Author  Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsungwu [cre] 
Maintainer  Ho Tsungwu <tsungwu@ntnu.edu.tw> 
License  GPL (>= 2) 
Version  101.2 
URL  http://github.com/MatthieuStigler/tsDyn/wiki 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.