Man pages for ConvFuncTimeSeries/test3

ACMxAutoregressive Condtional Mean Models
backTARBacktest for Univariate TAR Models
est_cfarEstimation of a CFAR Process
est_cfarhEstimation of a CFAR Process with Heteroscedasticity and...
F.testF Test for Nonlinearity
F_test_cfarF Test for a CFAR Process
F_test_cfarhF Test for a CFAR Process with Heteroscedasticity and...
g_cfarGenerate a CFAR Process
g_cfar1Generate a CFAR(1) Process
g_cfar2Generate a CFAR(2) Process
g_cfar2hGenerate a CFAR(2) Process with Heteroscedasticity and...
hfDummyCreate Dummy Variables for High-Frequency Intraday...
MlmNeSSThis program performs multivariate linear regression...
MSM.fitFitting Univariate Autoregressive Markov Switching Models
MSM.simGenerate Univeraite 2-regime Markov Switching Models
mTAREstimation of a Multivariate Two-Regime SETAR Model
mTAR.estEstimation of Multivariate TAR Models
mTAR.predPrediction of A Fitted Multivariate TAR Model
mTAR.simGenerate Two-Regime (VAR) Models
p_cfarPrediction of CFAR Processes
p_cfar_partPartial Curve Prediction of CFAR Processes
PRndND Test
rankQRank-Based Portmanteau Tests
rcAREstimating of Random-Coefficient AR Models
ref.mTARRefine A Fitted 2-Regime Multivariate TAR Model
thr.testThreshold Nonlinearity Test
TsayTsay Test for Nonlinearity
tvAREstimate Time-Varying Coefficient AR Models
tvARFiSmFiltering and Smoothing for Time-Varying AR Models
uTAREstimation of a Univariate Two-Regime SETAR Model
uTAR.estGeneral Estimation of TAR Models
uTAR.gridSearch for Threshold Value of A Two-Regime SETAR Model
uTAR.predPrediction of a Fitted Univariate TAR Model
uTAR.simGenerate Univariate SETAR Models
ConvFuncTimeSeries/test3 documentation built on Aug. 11, 2018, 4:11 p.m.