Nothing
data/zeroyld.R
In tsDyn: Nonlinear Time Series Models with Regime Switching
zeroyld <- structure(list(short.run = c(2.183, 2.246, 2.308, 2.401, 2.558,
2.507, 2.396, 2.352, 2.432, 2.508, 2.534, 2.538, 2.492, 2.637,
2.52, 2.435, 2.394, 2.424, 2.474, 2.561, 2.703, 2.542, 2.522,
2.559, 2.657, 2.73, 2.759, 3.003, 3.307, 3.008, 2.99, 3.091,
2.648, 2.706, 2.753, 2.483, 2.49, 2.468, 2.422, 2.341, 2.512,
2.431, 2.39, 2.459, 2.462, 2.44, 2.495, 2.505, 2.651, 2.713,
2.7, 2.764, 2.731, 2.858, 2.987, 2.957, 2.888, 2.805, 2.892,
2.922, 2.815, 2.838, 3.073, 3.058, 2.893, 2.967, 3.189, 3.405,
3.335, 3.468, 3.487, 3.713, 3.214, 3.357, 3.369, 3.526, 3.679,
3.896, 3.88, 3.797, 4.011, 3.914, 3.344, 3.062, 3.173, 3.057,
2.916, 2.836, 2.922, 3.016, 3.195, 3.761, 3.748, 3.712, 3.644,
3.901, 3.991, 3.796, 3.973, 4.202, 4.178, 4.227, 4.406, 4.486,
4.471, 4.484, 4.517, 4.703, 4.632, 4.396, 4.071, 4.34, 4.149,
4.205, 3.824, 3.868, 3.812, 3.898, 3.999, 3.747, 3.855, 3.732,
3.822, 3.758, 3.832, 3.903, 4.003, 4.006, 3.871, 3.902, 4.036,
4.093, 4.154, 4.114, 3.908, 3.932, 3.942, 3.989, 4.071, 3.985,
3.972, 3.973, 3.958, 3.917, 3.922, 3.987, 4.019, 4.001, 4.003,
4.022, 4.012, 4.04, 4.105, 4.188, 4.128, 4.175, 4.206, 4.237,
4.264, 4.208, 4.198, 4.157, 4.211, 4.225, 4.191, 4.174, 4.185,
4.219, 4.195, 4.227, 4.205, 4.196, 4.234, 4.204, 4.223, 4.278,
4.409, 4.456, 4.542, 4.704, 4.792, 5.196, 4.825, 4.947, 4.935,
5.11, 5.26, 5.569, 5.071, 5.078, 5.265, 4.724, 4.617, 4.867,
4.599, 4.943, 4.964, 5.441, 5.347, 5.422, 5.515, 5.711, 5.819,
5.771, 5.731, 5.689, 5.97, 5.925, 5.984, 5.751, 5.532, 5.555,
5.647, 5.79, 5.951, 6.417, 6.338, 6.368, 6.421, 6.335, 6.575,
6.588, 6.479, 6.541, 7.199, 6.717, 7.016, 7.323, 7.439, 6.808,
6.835, 7.714, 7.7, 7.502, 7.604, 7.569, 7.299, 7.197, 6.489,
6.338, 6.174, 6.124, 5.719, 6.149, 6.529, 6.827, 6.946, 6.298,
5.97, 5.96, 5.846, 5.966, 6.399, 6.256, 6.216, 6.209, 6.138,
6.244, 6.401, 6.513, 6.623, 6.448, 6.336, 6.411, 6.446, 6.554,
6.581, 6.574, 6.781, 6.793, 7.336, 7.037, 6.764, 6.891, 6.786,
6.792, 7.004, 7.089, 7.486, 7.894, 7.834, 7.84, 8.009, 8.275,
7.89, 7.746, 7.699, 7.427, 7.479, 7.487, 7.933, 8.129, 7.966,
7.868, 8.03, 8.089, 8.372, 7.927, 8.219, 7.798, 7.885, 7.797,
7.694, 7.687, 7.894, 7.806, 7.845, 7.659, 7.558, 7.459, 7.089,
6.834, 7.375, 7.445, 7.424, 7.449, 7.391, 7.27, 7.384, 7.25,
7.33, 7.547, 7.513, 7.681, 7.815, 7.918, 8.02, 8.102, 8.268,
8.451, 8.386, 8.203, 8.429, 8.662, 8.623, 8.864, 8.717, 8.967,
8.902, 9.123, 8.87, 8.627, 8.821, 8.988, 9.157, 10.311, 10.112,
10.024, 10.903, 12.283, 12.018, 10.709, 10.209, 10.025, 10.698,
11.201, 11.552, 11.986, 12.056, 11.944, 12.192, 12.913, 12.685,
13.499, 12.887, 13.292, 13.888, 14.606, 15.065, 14.211, 12.947,
13.669, 13.802, 13.581, 13.635, 13.306, 13.302, 13.842, 13.277,
12.439, 11.741, 10.869, 10.97, 10.585, 11.037, 10.363, 10.639,
10.321, 10.862, 11.003, 11.779, 11.789, 11.376, 11.642, 11.466,
11.658, 11.532, 11.855, 12.307, 12.599, 13.624, 13.508, 12.647,
12.473, 12.151, 11.554, 11.428, 11.459, 11.119, 11.859, 11.588,
11.404, 10.331, 10.286, 10.653, 10.376, 10.459, 10.078, 9.591,
9.015, 9.28, 8.124, 7.434, 7.475, 8.212, 7.492, 7.639, 7.347,
7.861, 7.642, 7.283, 7.329, 7.347, 7.274, 7.604, 8.355, 8.484,
8.403, 8.752, 9.057, 9.648, 8.982, 9.069, 8.942, 8.319, 8.257,
8.663, 8.952, 9.2, 8.819, 9.125, 9.173, 8.822, 8.59, 8.941, 8.96,
8.793, 9.056, 9, 8.854, 8.47, 8.019, 7.785, 8.156, 8.193, 7.867,
7.82, 7.915, 8.359, 8.459, 8.549, 8.924, 8.506, 8.359, 8.306,
8.827, 8.787, 8.645, 8.316, 8.103, 8.069, 8.069), long.run = c(1.575,
1.545, 1.762, 1.773, 1.808, 1.81, 1.703, 1.683, 1.819, 1.825,
1.782, 1.943, 1.789, 1.848, 1.77, 1.812, 1.886, 1.949, 2.013,
2.086, 2.042, 2.006, 2.134, 2.163, 2.093, 2.215, 2.132, 2.459,
2.633, 2.334, 2.306, 2.209, 1.946, 1.696, 1.755, 1.665, 1.193,
1.119, 1.136, 0.986, 0.957, 0.847, 0.896, 1.038, 1.196, 1.261,
1.252, 1.286, 1.473, 1.821, 1.776, 1.953, 1.869, 1.96, 2.191,
2.415, 2.278, 2.312, 2.689, 2.732, 2.447, 2.546, 2.732, 3.039,
2.862, 2.693, 2.935, 3.237, 3.335, 3.335, 3.694, 3.801, 3.271,
3.471, 3.358, 3.426, 3.49, 3.714, 3.798, 4.109, 4.188, 4.009,
3.456, 2.772, 2.144, 1.805, 1.657, 1.462, 1.321, 1.303, 1.468,
2.962, 3.363, 3.089, 3.381, 3.19, 3.403, 3.383, 3.594, 3.608,
3.861, 3.966, 4.409, 4.563, 4.925, 4.548, 4.947, 5.025, 4.711,
4.396, 3.627, 4.157, 3.929, 3.18, 2.91, 2.882, 2.802, 2.855,
3.007, 2.583, 2.76, 2.972, 2.859, 2.845, 2.917, 2.905, 2.881,
3.053, 3, 2.958, 3.033, 3.148, 3.21, 3.088, 2.89, 3, 2.938, 3.035,
3.257, 3.109, 2.931, 2.876, 3.009, 3.01, 2.993, 2.942, 2.989,
3.081, 3.115, 3.125, 3.461, 3.598, 3.592, 3.673, 3.737, 3.814,
3.777, 3.895, 3.909, 3.812, 3.825, 3.754, 3.737, 3.792, 3.867,
3.877, 4.147, 4, 4.026, 4.141, 4.085, 4.066, 4.068, 3.925, 3.999,
4.105, 4.351, 4.352, 4.44, 4.964, 4.898, 5.133, 4.974, 4.949,
5.055, 5.018, 5.212, 5.945, 5.915, 5.715, 5.477, 5.034, 4.634,
4.681, 4.142, 4.057, 4.039, 5.084, 5.16, 5.315, 5.4, 5.496, 5.754,
5.898, 5.454, 5.507, 5.685, 5.938, 6.169, 5.945, 5.463, 5.412,
5.412, 5.7, 5.858, 6.617, 6.482, 6.505, 6.313, 6.236, 6.599,
7.672, 7.65, 7.531, 7.814, 7.396, 7.843, 7.937, 7.963, 6.892,
6.655, 7.527, 7.452, 7.215, 6.894, 6.781, 6.604, 6.342, 5.161,
4.994, 4.239, 3.746, 3.809, 4.635, 4.972, 6.057, 6.063, 5.273,
5.274, 4.603, 4.752, 4.293, 4.183, 4.24, 5.004, 4.497, 4.561,
5.171, 4.878, 5.37, 5.632, 5.479, 5.363, 5.591, 6.058, 6.391,
6.962, 6.719, 7.048, 7.593, 8.664, 8.465, 7.577, 6.985, 7.425,
7.112, 7.025, 6.989, 8.289, 8.941, 8.73, 8.683, 8.652, 9.74,
8.292, 7.859, 7.512, 7.128, 6.15, 5.919, 6.164, 6.86, 6.071,
6.849, 7.261, 7.461, 7.621, 6.292, 6.568, 6.101, 5.558, 6.111,
6.04, 6.014, 6.661, 6.356, 6.077, 5.827, 5.731, 5.458, 4.882,
4.84, 5.548, 5.516, 5.407, 5.511, 5.701, 5.636, 6.085, 6.262,
6.568, 7.005, 6.869, 6.921, 7.118, 7.159, 7.324, 7.524, 7.779,
8.199, 8.198, 8.302, 8.658, 9.657, 9.757, 10.329, 9.796, 9.971,
9.773, 9.91, 9.612, 9.109, 9.485, 10.213, 10.479, 12.438, 11.331,
11.413, 11.729, 14.904, 15.281, 10.964, 8.686, 8.426, 9.135,
11.142, 11.893, 13.106, 14.448, 13.201, 13.655, 13.997, 12.862,
14.673, 14.686, 14.42, 15.748, 16.345, 15.911, 14.099, 11.564,
13.327, 13.805, 13.751, 13.946, 13.459, 12.867, 14.211, 12.646,
11.168, 10.369, 9.454, 9.321, 8.786, 8.956, 8.608, 9.246, 8.72,
9.318, 9.583, 10.346, 10.363, 9.698, 9.621, 9.71, 9.894, 9.634,
9.985, 10.611, 10.811, 11.927, 11.988, 11.631, 11.669, 11.165,
10.15, 9.531, 9.132, 8.982, 9.65, 9.417, 8.945, 8.011, 7.747,
8.092, 7.976, 8.015, 7.815, 7.746, 7.496, 7.483, 7.327, 6.723,
6.493, 6.87, 6.407, 6.178, 5.485, 5.821, 5.695, 5.701, 5.946,
5.879, 5.889, 6.105, 6.644, 6.911, 6.717, 6.93, 7.232, 7.843,
6.906, 7.032, 7.161, 6.689, 6.58, 6.814, 7.071, 7.575, 7.437,
7.8, 8.192, 8.034, 7.919, 8.492, 8.873, 8.879, 9.283, 9.49, 9.038,
8.746, 8.05, 7.633, 8.237, 8.352, 7.797, 7.613, 7.742, 7.998,
8.009, 8.224, 8.471, 8.094, 7.963, 7.641, 7.74, 7.663, 7.352,
7.269, 6.842, 6.531, 6.431)), .Names = c("short.run", "long.run"
), class = "data.frame", row.names = c(NA, -482))
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tsDyn documentation built on Oct. 31, 2024, 5:08 p.m.
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zeroyld <- structure(list(short.run = c(2.183, 2.246, 2.308, 2.401, 2.558,
2.507, 2.396, 2.352, 2.432, 2.508, 2.534, 2.538, 2.492, 2.637,
2.52, 2.435, 2.394, 2.424, 2.474, 2.561, 2.703, 2.542, 2.522,
2.559, 2.657, 2.73, 2.759, 3.003, 3.307, 3.008, 2.99, 3.091,
2.648, 2.706, 2.753, 2.483, 2.49, 2.468, 2.422, 2.341, 2.512,
2.431, 2.39, 2.459, 2.462, 2.44, 2.495, 2.505, 2.651, 2.713,
2.7, 2.764, 2.731, 2.858, 2.987, 2.957, 2.888, 2.805, 2.892,
2.922, 2.815, 2.838, 3.073, 3.058, 2.893, 2.967, 3.189, 3.405,
3.335, 3.468, 3.487, 3.713, 3.214, 3.357, 3.369, 3.526, 3.679,
3.896, 3.88, 3.797, 4.011, 3.914, 3.344, 3.062, 3.173, 3.057,
2.916, 2.836, 2.922, 3.016, 3.195, 3.761, 3.748, 3.712, 3.644,
3.901, 3.991, 3.796, 3.973, 4.202, 4.178, 4.227, 4.406, 4.486,
4.471, 4.484, 4.517, 4.703, 4.632, 4.396, 4.071, 4.34, 4.149,
4.205, 3.824, 3.868, 3.812, 3.898, 3.999, 3.747, 3.855, 3.732,
3.822, 3.758, 3.832, 3.903, 4.003, 4.006, 3.871, 3.902, 4.036,
4.093, 4.154, 4.114, 3.908, 3.932, 3.942, 3.989, 4.071, 3.985,
3.972, 3.973, 3.958, 3.917, 3.922, 3.987, 4.019, 4.001, 4.003,
4.022, 4.012, 4.04, 4.105, 4.188, 4.128, 4.175, 4.206, 4.237,
4.264, 4.208, 4.198, 4.157, 4.211, 4.225, 4.191, 4.174, 4.185,
4.219, 4.195, 4.227, 4.205, 4.196, 4.234, 4.204, 4.223, 4.278,
4.409, 4.456, 4.542, 4.704, 4.792, 5.196, 4.825, 4.947, 4.935,
5.11, 5.26, 5.569, 5.071, 5.078, 5.265, 4.724, 4.617, 4.867,
4.599, 4.943, 4.964, 5.441, 5.347, 5.422, 5.515, 5.711, 5.819,
5.771, 5.731, 5.689, 5.97, 5.925, 5.984, 5.751, 5.532, 5.555,
5.647, 5.79, 5.951, 6.417, 6.338, 6.368, 6.421, 6.335, 6.575,
6.588, 6.479, 6.541, 7.199, 6.717, 7.016, 7.323, 7.439, 6.808,
6.835, 7.714, 7.7, 7.502, 7.604, 7.569, 7.299, 7.197, 6.489,
6.338, 6.174, 6.124, 5.719, 6.149, 6.529, 6.827, 6.946, 6.298,
5.97, 5.96, 5.846, 5.966, 6.399, 6.256, 6.216, 6.209, 6.138,
6.244, 6.401, 6.513, 6.623, 6.448, 6.336, 6.411, 6.446, 6.554,
6.581, 6.574, 6.781, 6.793, 7.336, 7.037, 6.764, 6.891, 6.786,
6.792, 7.004, 7.089, 7.486, 7.894, 7.834, 7.84, 8.009, 8.275,
7.89, 7.746, 7.699, 7.427, 7.479, 7.487, 7.933, 8.129, 7.966,
7.868, 8.03, 8.089, 8.372, 7.927, 8.219, 7.798, 7.885, 7.797,
7.694, 7.687, 7.894, 7.806, 7.845, 7.659, 7.558, 7.459, 7.089,
6.834, 7.375, 7.445, 7.424, 7.449, 7.391, 7.27, 7.384, 7.25,
7.33, 7.547, 7.513, 7.681, 7.815, 7.918, 8.02, 8.102, 8.268,
8.451, 8.386, 8.203, 8.429, 8.662, 8.623, 8.864, 8.717, 8.967,
8.902, 9.123, 8.87, 8.627, 8.821, 8.988, 9.157, 10.311, 10.112,
10.024, 10.903, 12.283, 12.018, 10.709, 10.209, 10.025, 10.698,
11.201, 11.552, 11.986, 12.056, 11.944, 12.192, 12.913, 12.685,
13.499, 12.887, 13.292, 13.888, 14.606, 15.065, 14.211, 12.947,
13.669, 13.802, 13.581, 13.635, 13.306, 13.302, 13.842, 13.277,
12.439, 11.741, 10.869, 10.97, 10.585, 11.037, 10.363, 10.639,
10.321, 10.862, 11.003, 11.779, 11.789, 11.376, 11.642, 11.466,
11.658, 11.532, 11.855, 12.307, 12.599, 13.624, 13.508, 12.647,
12.473, 12.151, 11.554, 11.428, 11.459, 11.119, 11.859, 11.588,
11.404, 10.331, 10.286, 10.653, 10.376, 10.459, 10.078, 9.591,
9.015, 9.28, 8.124, 7.434, 7.475, 8.212, 7.492, 7.639, 7.347,
7.861, 7.642, 7.283, 7.329, 7.347, 7.274, 7.604, 8.355, 8.484,
8.403, 8.752, 9.057, 9.648, 8.982, 9.069, 8.942, 8.319, 8.257,
8.663, 8.952, 9.2, 8.819, 9.125, 9.173, 8.822, 8.59, 8.941, 8.96,
8.793, 9.056, 9, 8.854, 8.47, 8.019, 7.785, 8.156, 8.193, 7.867,
7.82, 7.915, 8.359, 8.459, 8.549, 8.924, 8.506, 8.359, 8.306,
8.827, 8.787, 8.645, 8.316, 8.103, 8.069, 8.069), long.run = c(1.575,
1.545, 1.762, 1.773, 1.808, 1.81, 1.703, 1.683, 1.819, 1.825,
1.782, 1.943, 1.789, 1.848, 1.77, 1.812, 1.886, 1.949, 2.013,
2.086, 2.042, 2.006, 2.134, 2.163, 2.093, 2.215, 2.132, 2.459,
2.633, 2.334, 2.306, 2.209, 1.946, 1.696, 1.755, 1.665, 1.193,
1.119, 1.136, 0.986, 0.957, 0.847, 0.896, 1.038, 1.196, 1.261,
1.252, 1.286, 1.473, 1.821, 1.776, 1.953, 1.869, 1.96, 2.191,
2.415, 2.278, 2.312, 2.689, 2.732, 2.447, 2.546, 2.732, 3.039,
2.862, 2.693, 2.935, 3.237, 3.335, 3.335, 3.694, 3.801, 3.271,
3.471, 3.358, 3.426, 3.49, 3.714, 3.798, 4.109, 4.188, 4.009,
3.456, 2.772, 2.144, 1.805, 1.657, 1.462, 1.321, 1.303, 1.468,
2.962, 3.363, 3.089, 3.381, 3.19, 3.403, 3.383, 3.594, 3.608,
3.861, 3.966, 4.409, 4.563, 4.925, 4.548, 4.947, 5.025, 4.711,
4.396, 3.627, 4.157, 3.929, 3.18, 2.91, 2.882, 2.802, 2.855,
3.007, 2.583, 2.76, 2.972, 2.859, 2.845, 2.917, 2.905, 2.881,
3.053, 3, 2.958, 3.033, 3.148, 3.21, 3.088, 2.89, 3, 2.938, 3.035,
3.257, 3.109, 2.931, 2.876, 3.009, 3.01, 2.993, 2.942, 2.989,
3.081, 3.115, 3.125, 3.461, 3.598, 3.592, 3.673, 3.737, 3.814,
3.777, 3.895, 3.909, 3.812, 3.825, 3.754, 3.737, 3.792, 3.867,
3.877, 4.147, 4, 4.026, 4.141, 4.085, 4.066, 4.068, 3.925, 3.999,
4.105, 4.351, 4.352, 4.44, 4.964, 4.898, 5.133, 4.974, 4.949,
5.055, 5.018, 5.212, 5.945, 5.915, 5.715, 5.477, 5.034, 4.634,
4.681, 4.142, 4.057, 4.039, 5.084, 5.16, 5.315, 5.4, 5.496, 5.754,
5.898, 5.454, 5.507, 5.685, 5.938, 6.169, 5.945, 5.463, 5.412,
5.412, 5.7, 5.858, 6.617, 6.482, 6.505, 6.313, 6.236, 6.599,
7.672, 7.65, 7.531, 7.814, 7.396, 7.843, 7.937, 7.963, 6.892,
6.655, 7.527, 7.452, 7.215, 6.894, 6.781, 6.604, 6.342, 5.161,
4.994, 4.239, 3.746, 3.809, 4.635, 4.972, 6.057, 6.063, 5.273,
5.274, 4.603, 4.752, 4.293, 4.183, 4.24, 5.004, 4.497, 4.561,
5.171, 4.878, 5.37, 5.632, 5.479, 5.363, 5.591, 6.058, 6.391,
6.962, 6.719, 7.048, 7.593, 8.664, 8.465, 7.577, 6.985, 7.425,
7.112, 7.025, 6.989, 8.289, 8.941, 8.73, 8.683, 8.652, 9.74,
8.292, 7.859, 7.512, 7.128, 6.15, 5.919, 6.164, 6.86, 6.071,
6.849, 7.261, 7.461, 7.621, 6.292, 6.568, 6.101, 5.558, 6.111,
6.04, 6.014, 6.661, 6.356, 6.077, 5.827, 5.731, 5.458, 4.882,
4.84, 5.548, 5.516, 5.407, 5.511, 5.701, 5.636, 6.085, 6.262,
6.568, 7.005, 6.869, 6.921, 7.118, 7.159, 7.324, 7.524, 7.779,
8.199, 8.198, 8.302, 8.658, 9.657, 9.757, 10.329, 9.796, 9.971,
9.773, 9.91, 9.612, 9.109, 9.485, 10.213, 10.479, 12.438, 11.331,
11.413, 11.729, 14.904, 15.281, 10.964, 8.686, 8.426, 9.135,
11.142, 11.893, 13.106, 14.448, 13.201, 13.655, 13.997, 12.862,
14.673, 14.686, 14.42, 15.748, 16.345, 15.911, 14.099, 11.564,
13.327, 13.805, 13.751, 13.946, 13.459, 12.867, 14.211, 12.646,
11.168, 10.369, 9.454, 9.321, 8.786, 8.956, 8.608, 9.246, 8.72,
9.318, 9.583, 10.346, 10.363, 9.698, 9.621, 9.71, 9.894, 9.634,
9.985, 10.611, 10.811, 11.927, 11.988, 11.631, 11.669, 11.165,
10.15, 9.531, 9.132, 8.982, 9.65, 9.417, 8.945, 8.011, 7.747,
8.092, 7.976, 8.015, 7.815, 7.746, 7.496, 7.483, 7.327, 6.723,
6.493, 6.87, 6.407, 6.178, 5.485, 5.821, 5.695, 5.701, 5.946,
5.879, 5.889, 6.105, 6.644, 6.911, 6.717, 6.93, 7.232, 7.843,
6.906, 7.032, 7.161, 6.689, 6.58, 6.814, 7.071, 7.575, 7.437,
7.8, 8.192, 8.034, 7.919, 8.492, 8.873, 8.879, 9.283, 9.49, 9.038,
8.746, 8.05, 7.633, 8.237, 8.352, 7.797, 7.613, 7.742, 7.998,
8.009, 8.224, 8.471, 8.094, 7.963, 7.641, 7.74, 7.663, 7.352,
7.269, 6.842, 6.531, 6.431)), .Names = c("short.run", "long.run"
), class = "data.frame", row.names = c(NA, -482))
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