Man pages for tsDyn
Nonlinear Time Series Models with Regime Switching

aarAdditive nonlinear autoregressive model
accuracy_statForecasting accuracy measures.
addRegimeaddRegime test
autopairsBivariate time series plots
autotriplesTrivariate time series plots
autotriples.rglInteractive trivariate time series plots
availableModelsAvailable models
barryTime series of PPI used as example in Bierens and Martins...
BBCTestTest of unit root against SETAR alternative
coefBExtract cointegration parameters A, B and PI
DataIIPUsUS monthly industrial production from Hansen (1999)
DataUsUnempUS unemployment series used in Caner and Hansen (2001)
deltadelta test of conditional independence
delta.lindelta test of linearity
extendBootextension of the bootstrap replications
fevdForecast Error Variance Decomposition
fitted.nlVarfitted method for objects of class nlVar, i.e. VAR and VECM...
getThExtract threshold(s) coefficient
irfImpulse response function
KapShinTestTest of unit root against SETAR alternative with
lags.selectSelection of the lag with Information criterion.
linearLinear AutoRegressive models
lineVarMultivariate linear models: VAR and VECM
llarLocally linear model
logLik.nlVarExtract Log-Likelihood
logLik.VECMExtract Log-Likelihood
lstarLogistic Smooth Transition AutoRegressive model
MakeThSpecSpecification of the threshold search
MAPEMean Absolute Percent Error
mseMean Square Error
nlarNon-linear time series model, base class definition
nlar-methodsnlar methods
nlar.structNLAR common structure
nnetNeural Network nonlinear autoregressive model
plot-methodsPlotting methods for SETAR and LSTAR subclasses
predict.nlarPredict method for objects of class "nlar".
predict_rollingRolling forecasts
predict.VARPredict method for objects of class "VAR" or "VECM"
rank.selectSelection of the cointegrating rank with Information...
rank.testTest of the cointegrating rank
regimeExtract variable showing regime
resVarResidual variance
selectHyperParmsAutomatic selection of model hyper-parameters
selectSETARAutomatic selection of SETAR hyper-parameters
setarSelf Threshold Autoregressive model
setar.simSimulation and bootstrap of Threshold Autoregressive model
setarTestTest of linearity
sigmoidsigmoid functions
starSTAR model
toLatex.setarLatex representation of fitted setar models
tsDyn-packageGetting started with the tsDyn package
TVARMultivariate Threshold Autoregressive model
TVAR.bootBootstrap a multivariate Threshold Autoregressive (TVAR)...
TVAR.LRtestTest of linearity
TVAR.simSimulation of a multivariate Threshold Autoregressive model...
TVECMThreshold Vector Error Correction model (VECM)
TVECM.HStestTest of linear cointegration vs threshold cointegration
TVECM.SeoTestNo cointegration vs threshold cointegration test
TVECM.simSimulation and bootstrap of bivariate VECM/TVECM
VAR.bootBootstrap a Vector Autoregressive (VAR) model
VARrepVAR representation
VECMEstimation of Vector error correction model (VECM)
VECM_symbolicVirtua VECM model
zeroyldzeroyld time series
tsDyn documentation built on May 29, 2017, 10:48 a.m.