Man pages for tseriesTARMA
Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models

ACValuesAndrews Tabulated Critical Values
plot.tsfitPlot from fitted/forecasted time series models.
predict.TARMAForecast from fitted TARMA models.
print.TARMAMethods for TARMA fits
print.TARMAtestMethods for TARMA tests
supLMQurTabulated Critical Values for the Unit Root IMA vs TARMA test
TARMA.fitTARMA Modelling of Time Series
TARMA.fit2TARMA Modelling of Time Series
TARMAGARCH.testARMA GARCH versus TARMA GARCH supLM test for nonlinearity
TARMA.simSimulation of a two-regime 'TARMA(p1,p2,q1,q2)' process
TARMA.testARMA versus TARMA (and AR versus TAR) supLM tests for...
TARMAur.testUnit root supLM test for an integrated MA versus a stationary...
TARMAur.test.BUnit root supLM test for an integrated MA versus a stationary...
TAR.testAR versus TARMA supLM robust test for nonlinearity
TAR.test.BAR versus TAR bootstrap supLM test for nonlinearity
tseriesTARMAtseriesTARMA: Analysis of Nonlinear Time Series through...
tseriesTARMA documentation built on Oct. 8, 2024, 5:11 p.m.