| ACMx | Autoregressive Condtional Mean Models |
| backTAR | Backtest for Univariate TAR Models |
| backtest | Backtest |
| est_cfar | Estimation of a CFAR Process |
| est_cfarh | Estimation of a CFAR Process with Heteroscedasticity and... |
| F.test | F Test for Nonlinearity |
| F_test_cfar | F Test for a CFAR Process |
| F_test_cfarh | F Test for a CFAR Process with Heteroscedasticity and... |
| g_cfar | Generate a CFAR Process |
| g_cfar1 | Generate a CFAR(1) Process |
| g_cfar2 | Generate a CFAR(2) Process |
| g_cfar2h | Generate a CFAR(2) Process with Heteroscedasticity and... |
| hfDummy | Create Dummy Variables for High-Frequency Intraday... |
| MlmNeSS | This program performs multivariate linear regression... |
| MSM.fit | Fitting Univariate Autoregressive Markov Switching Models |
| MSM.sim | Generate Univeraite 2-regime Markov Switching Models |
| mTAR | Estimation of a Multivariate Two-Regime SETAR Model |
| mTAR.est | Estimation of Multivariate TAR Models |
| mTAR.pred | Prediction of A Fitted Multivariate TAR Model |
| mTAR.sim | Generate Two-Regime (VAR) Models |
| p_cfar | Prediction of CFAR Processes |
| p_cfar_part | Partial Curve Prediction of CFAR Processes |
| PRnd | ND Test |
| rankQ | Rank-Based Portmanteau Tests |
| rcAR | Estimating of Random-Coefficient AR Models |
| ref.mTAR | Refine A Fitted 2-Regime Multivariate TAR Model |
| thr.test | Threshold Nonlinearity Test |
| Tsay | Tsay Test for Nonlinearity |
| tvAR | Estimate Time-Varying Coefficient AR Models |
| tvARFiSm | Filtering and Smoothing for Time-Varying AR Models |
| uTAR | Estimation of a Univariate Two-Regime SETAR Model |
| uTAR.est | General Estimation of TAR Models |
| uTAR.grid | Search for Threshold Value of A Two-Regime SETAR Model |
| uTAR.pred | Prediction of a Fitted Univariate TAR Model |
| uTAR.sim | Generate Univariate SETAR Models |
