Generic non-linear autogregressive model class constructor.
further model specific fields
Constructor for the generic
nlar model class. On a fitted object you
can call some generic methods. For a list of them, see
An object of the
nlar class is a list of (at least) components:
nlar.struct object, encapsulating
general infos such as time series length, embedding parameters, forecasting
steps, model design matrix
a named vector of model estimated/fixed coefficients
total number of estimated coefficients
model fitted values
data frame containing the variables used
(optional) model specific additional infos
nlar object normally should also have a model-specific
nlar is a virtual class).
Each subclass should define at least a
oneStep method, which is used by
iteratively extend ahead the time series.
An object of class
nlar. nlar-methods for a list of
Antonio, Fabio Di Narzo
Non-linear time series models in empirical finance, Philip Hans Franses and Dick van Dijk, Cambridge: Cambridge University Press (2000).
Non-Linear Time Series: A Dynamical Systems Approach, Tong, H., Oxford: Oxford University Press (1990).
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