API for tsDyn
Nonlinear Time Series Models with Regime Switching
| Global functions | |
|---|---|
| .onLoad | Source code |
| AAR | Man page |
| AIC.VECM | Source code |
| AIC.matrices | Source code |
| AIC.nlVar | Source code |
| AIC.nlar | Man page Source code |
| AIC_1thresh | Source code |
| AIC_2th | Source code |
| AIC_2threshCommon | Source code |
| AIC_2threshNoCommon | Source code |
| BBCTest | Man page Source code |
| BIC.VECM | Source code |
| BIC.nlVar | Source code |
| BIC.nlar | Man page Source code |
| G | Source code |
| GIRF | Man page Source code |
| GIRF.linear | Man page Source code |
| GIRF.nlVar | Man page Source code |
| GIRF.setar | Man page Source code |
| HanSeo_TVECM | Source code |
| IIPUs | Man page |
| KapShinTest | Man page Man page Source code |
| LINEAR | Man page |
| LSTAR | Man page |
| LagTeX | Source code |
| MAPE | Man page Source code |
| MAPE.default | Man page Source code |
| MAPE.nlar | Man page Source code |
| MakeThSpec | Man page Source code |
| MyEnv | Source code |
| NNET | Man page |
| OlsTVAR | Man page |
| PercInRegime | Source code |
| SETAR | Man page |
| SSR_1thresh | Source code |
| SSR_2th | Source code |
| SSR_2threshCommon | Source code |
| SSR_2threshNoCommon | Source code |
| STAR | Man page |
| TAR1t_B | Source code |
| TAR2t_B | Source code |
| TVAR | Man page Source code |
| TVAR.LRtest | Man page |
| TVAR.boot | Man page Source code |
| TVAR.gen | Source code |
| TVAR.sim | Man page Source code |
| TVAR_thresh | Source code |
| TVECM | Man page Source code |
| TVECM.HStest | Man page Source code |
| TVECM.SeoTest | Man page Source code |
| TVECM.boot | Man page Source code |
| TVECM.boot.check | Source code |
| TVECM.gen | Source code |
| TVECM.sim | Man page Source code |
| TeXMat | Source code |
| TeXVec | Source code |
| UsUnemp | Man page |
| VAR.boot | Man page Source code |
| VAR.gen | Source code |
| VAR.sim | Man page Source code |
| VARrep | Man page |
| VARrep.VAR | Man page Source code |
| VARrep.VECM | Man page Source code |
| VECM | Man page Source code |
| VECM.boot | Man page Source code |
| VECM.gen | Source code |
| VECM.sim | Man page Source code |
| VECM_symbolic | Man page Source code |
| aar | Man page Source code |
| accuracy_stat | Man page Source code |
| accuracy_stat.default | Man page Source code |
| accuracy_stat.pred_roll | Man page Source code |
| accuracy_stat_simple | Source code |
| acf.custom | Source code |
| add | Source code |
| addRegime | Man page Source code |
| addRegime.star | Source code |
| ar_mean | Man page Source code |
| ar_mean.linear | Man page Source code |
| ar_mean.lstar | Man page Source code |
| ar_mean.setar | Man page Source code |
| ar_mean.star | Source code |
| ar_mean_const | Source code |
| aroundGrid | Source code |
| as.data.frame.llar | Man page Source code |
| as.data.frame.rank.select | Man page Source code |
| as.matrix.ts | Source code |
| asListIfMat | Source code |
| as_mat_norow | Source code |
| autopairs | Man page Source code |
| autotriples | Man page Source code |
| autotriples.rgl | Man page Source code |
| availableModels | Man page Source code |
| barry | Man page |
| build | Source code |
| buildConstants | Source code |
| buildXth1Common | Source code |
| buildXth1LagsCommon | Source code |
| buildXth1LagsIncCommon | Source code |
| buildXth1NoCommon | Source code |
| buildXth2Common | Source code |
| buildXth2LagsCommon | Source code |
| buildXth2LagsIncCommon | Source code |
| buildXth2NoCommon | Source code |
| calculateLinearCoefficients | Source code |
| charac_root | Man page Source code |
| charac_root.aar | Source code |
| charac_root.nlar | Man page Source code |
| check_inc | Source code |
| coef.lstar | Source code |
| coef.nlVar | Source code |
| coef.nlar | Man page Source code |
| coef.setar | Source code |
| coef.star | Source code |
| coefA | Man page Source code |
| coefA.VECM | Man page Source code |
| coefA.ca.jo | Man page Source code |
| coefA.cajo.test | Source code |
| coefA.list | Source code |
| coefB | Man page Source code |
| coefB.VECM | Man page Source code |
| coefB.ca.jo | Man page Source code |
| coefB.cajo.test | Source code |
| coefB.list | Source code |
| coefMat.default | Source code |
| coefMat.nlVar | Source code |
| coefPI | Man page Source code |
| coefPI.ca.jo | Source code |
| coefPI.cajo.test | Source code |
| coefPI.default | Source code |
| coefVec.default | Source code |
| coefVec.nlVar | Source code |
| computeGradient | Man page Source code |
| computeGradient.star | Source code |
| condiStep | Source code |
| confint.lstar | Source code |
| ct | Source code |
| d2sigmoid | Man page |
| delta | Man page Source code |
| delta.lin | Man page Source code |
| delta.lin.test | Man page Source code |
| delta.test | Man page Source code |
| deviance.nlVar | Source code |
| deviance.nlar | Man page Source code |
| dsigmoid | Man page Source code |
| eqNames.nlVar | Source code |
| estimateParams | Source code |
| estimateParams.star | Source code |
| extend | Source code |
| extend.MyEnv | Source code |
| extend.list | Source code |
| fevd | Man page |
| fevd.nlVar | Man page Source code |
| fitted | Man page |
| fitted.nlVar | Man page Source code |
| fitted.nlar | Man page Source code |
| formatSignedNum | Source code |
| gamma_doornik | Source code |
| gamma_doornik_all | Source code |
| getArNames | Source code |
| getIncNames | Source code |
| getNUsed | Source code |
| getNUsed.nlar | Source code |
| getNUsed.nlar.struct | Source code |
| getP | Source code |
| getP.ca.jo | Source code |
| getP.cajo.test | Source code |
| getSSR | Source code |
| getSetarXRegimeCoefs | Source code |
| getTh | Man page |
| getTh.default | Man page Source code |
| getTh.lstar | Source code |
| getTh.nlVar | Source code |
| getTh.setar | Source code |
| getTh.summary.setar | Source code |
| getXX | Man page Source code |
| getXXYY | Man page Source code |
| getXXYY.nlar.struct | Source code |
| getYY | Man page Source code |
| get_ect | Source code |
| get_ect_resp | Source code |
| get_include | Source code |
| get_include.aar | Source code |
| get_include.linear | Source code |
| get_include.lstar | Source code |
| get_include.setar | Source code |
| get_include.star | Source code |
| get_series | Source code |
| get_tests | Source code |
| getdX1 | Source code |
| getdXX | Source code |
| getdXXYY | Source code |
| getdXXYY.nlar.struct | Source code |
| getdYY | Source code |
| getndp | Source code |
| grid | Source code |
| grid2 | Source code |
| include | Source code |
| irf | Man page |
| irf.TVAR | Man page Source code |
| irf.TVECM | Man page Source code |
| irf.VAR | Man page Source code |
| irf.VECM | Man page Source code |
| irf.ar | Man page Source code |
| irf.linear | Man page Source code |
| irf.nlVar | Man page |
| irf.setar | Man page Source code |
| irf_1 | Source code |
| irf_1.TVAR | Source code |
| irf_1.TVECM | Source code |
| irf_1.VAR | Source code |
| irf_1.VECM | Source code |
| irf_1.ar | Source code |
| irf_1.linear | Source code |
| irf_1.nlVar | Source code |
| irf_1.setar | Source code |
| irf_1_check | Source code |
| irf_1_shock | Source code |
| irf_1_shock_ave | Source code |
| irf_1_sim | Source code |
| irf_1_tolist | Source code |
| irf_1_tolist_old | Source code |
| irf_any | Source code |
| irf_comp_tsD_vars | Source code |
| irf_old | Source code |
| is.InUnitCircle | Source code |
| isLinear | Man page Source code |
| isLinear.default | Source code |
| isLinear.lstar | Source code |
| lag_manual | Source code |
| lags.select | Man page Source code |
| latex | Source code |
| li_df_to_M | Source code |
| lineVar | Man page Source code |
| linear | Man page Source code |
| linear.boot | Man page Source code |
| linear.sim | Man page Source code |
| linearityTest.star | Source code |
| llar | Man page Source code |
| llar.fitted | Man page Source code |
| llar.predict | Man page Source code |
| llar.step | Source code |
| logLik.VAR | Man page |
| logLik.VECM | Man page Source code |
| logLik.ca.jo | Source code |
| logLik.cajo.test | Source code |
| logLik.nlVar | Man page Source code |
| lstar | Man page Source code |
| m.unrate | Man page |
| makeTh | Source code |
| makeThSpec | Man page |
| mod_boot | Source code |
| mod_boot_estim | Source code |
| mod_refit | Source code |
| mod_refit.TVAR | Source code |
| mod_refit.TVECM | Source code |
| mod_refit.VAR | Source code |
| mod_refit.linear | Source code |
| mod_refit.lstar | Source code |
| mod_refit.setar | Source code |
| mod_refit_check | Source code |
| model.gen | Source code |
| mse | Man page |
| mse.default | Man page Source code |
| mse.nlar | Man page Source code |
| mutual.custom | Source code |
| myHead | Source code |
| myTail | Source code |
| myformat | Source code |
| nameB | Source code |
| name_coefs | Source code |
| nlar | Man page Source code |
| nlar-methods | Man page |
| nlar.struct | Man page Source code |
| nlar.struct-methods | Man page |
| nnetTs | Man page Source code |
| norma | Source code |
| npar.VECM | Source code |
| npar.default | Source code |
| npar.nlVar | Source code |
| npar.nlar | Source code |
| numerize | Source code |
| oneStep | Man page Source code |
| oneStep.aar | Source code |
| oneStep.linear | Source code |
| oneStep.lstar | Source code |
| oneStep.nnetTs | Source code |
| oneStep.setar | Source code |
| oneStep.star | Source code |
| onesearch | Source code |
| pacf.custom | Source code |
| percent | Source code |
| plot-methods | Man page |
| plot.GIRF_df | Man page Source code |
| plot.Hansen99Test | Source code |
| plot.TVAR | Source code |
| plot.TVECMHanSeo02Test | Source code |
| plot.TVECMSeo06Test | Source code |
| plot.aar | Man page Source code |
| plot.llar | Man page Source code |
| plot.lstar | Man page Source code |
| plot.nlar | Man page Source code |
| plot.selectSETAR | Source code |
| plot.setar | Man page Source code |
| plot1 | Source code |
| plot2 | Source code |
| plot3 | Source code |
| plot_ECT | Man page Source code |
| plot_GIRF_dens | Source code |
| plot_GIRF_line | Source code |
| plot_GIRF_line_low | Source code |
| predict | Man page |
| predict.TVAR | Man page Source code |
| predict.TVECM | Source code |
| predict.VAR | Man page Source code |
| predict.VECM | Man page |
| predict.nlar | Man page Source code |
| predict2.VAR | Source code |
| predict2.VECM | Source code |
| predict3.VECM | Source code |
| predictOld.VAR | Source code |
| predictOld.VECM | Source code |
| predict_rolling | Man page |
| predict_rolling.Arima | Source code |
| predict_rolling.ets | Source code |
| predict_rolling.nlVar | Man page Source code |
| predict_rolling.nlar | Source code |
| predict_rolling_1step.nlVar | Source code |
| predict_rolling_fcstpkg | Source code |
| print.BBC2004Test | Source code |
| print.Hansen99Test | Source code |
| print.KapShin2006Test | Source code |
| print.TVAR | Source code |
| print.TVARtest | Source code |
| print.TVECM | Source code |
| print.TVECMHanSeo02Test | Source code |
| print.TVECMSeo06Test | Source code |
| print.VAR | Source code |
| print.aar | Man page Source code |
| print.linear | Man page Source code |
| print.llar | Man page Source code |
| print.lstar | Source code |
| print.nlar | Source code |
| print.nnetTs | Source code |
| print.rank.select | Man page Source code |
| print.rank.test | Man page Source code |
| print.selectSETAR | Source code |
| print.setar | Source code |
| print.star | Source code |
| print.summary.TVAR | Source code |
| print.summary.TVECM | Source code |
| print.summary.VAR | Source code |
| print.summary.aar | Source code |
| print.summary.linear | Man page Source code |
| print.summary.lstar | Source code |
| print.summary.nlar | Source code |
| print.summary.setar | Source code |
| rank.select | Man page Source code |
| rank.test | Man page Source code |
| reexports | Man page |
| regime | Man page |
| regime.default | Man page Source code |
| regime.lstar | Man page Source code |
| regime.nlVar | Source code |
| regime.setar | Source code |
| repmat | Source code |
| resVar | Man page Source code |
| resVar.nlVar | Source code |
| resample_vec | Man page Source code |
| residuals.nlVar | Source code |
| residuals.nlar | Man page Source code |
| root_oneReg | Source code |
| sample.block | Source code |
| sample.block.alter | Source code |
| selectLSTAR | Man page Source code |
| selectNNET | Man page Source code |
| selectSETAR | Man page |
| selectSetar | Man page |
| selectsetar | Man page |
| setar | Man page Source code |
| setar.boot | Man page Source code |
| setar.gen | Source code |
| setar.sim | Man page Source code |
| setarTest | Man page Source code |
| setarTest_IIPUs_results | Man page |
| setar_low | Source code |
| setartest | Man page |
| sigmoid | Man page Source code |
| simplify2df | Source code Source code |
| star | Man page Source code |
| star.predefined | Source code |
| startingValues | Source code |
| startingValues.star | Source code |
| summary.Hansen99Test | Source code |
| summary.TVAR | Source code |
| summary.TVARtest | Source code |
| summary.TVECM | Source code |
| summary.TVECMHanSeo02Test | Source code |
| summary.TVECMSeo06Test | Source code |
| summary.VAR | Source code |
| summary.aar | Man page Source code |
| summary.linear | Man page Source code |
| summary.lstar | Source code |
| summary.nlar | Man page Source code |
| summary.rank.select | Man page Source code |
| summary.rank.test | Man page Source code |
| summary.setar | Man page Source code |
| testRegime | Source code |
| testRegime.star | Source code |
| test_AR_SETAR | Source code |
| toLatex.TVAR | Source code |
| toLatex.TVECM | Source code |
| toLatex.VAR | Source code |
| toLatex.nlar | Man page Source code |
| toLatex.setar | Man page Source code |
| toMlm | Source code |
| toMlm.default | Source code |
| toMlm.nlVar | Source code |
| tsDCheck_all.equal | Source code |
| tsDCheck_rem_quo | Source code |
| tsDyn | Man page |
| tsDyn-package | Man page |
| vcov.VAR | Source code |
| vcov.lstar | Source code |
| vcov.setar | Source code |
| vec2var.tsDyn | Source code |
| zeroyld | Man page |
| zeroyldMeta | Man page |
