zlag
(Package: TSA) :
Compute the lag of a vector.
Computes the lag of a vector, with missing elements replaced by NA
● Data Source:
CranContrib
● Keywords: methods
● Alias: zlag
●
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tsdiag.TAR
(Package: TSA) :
Model diagnostics for a fitted TAR model
The time series plot and the sample ACF of the standardized residuals are plotted. Also, a portmanteau test for detecting residual correlations in the standardized residuals are carried out.
● Data Source:
CranContrib
● Keywords: methods
● Alias: tsdiag.TAR
●
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tsdiag.Arima
(Package: TSA) :
Model Diagnostics for a Fitted ARIMA Model
This function is modified from the tsdiag function of the stats package.
● Data Source:
CranContrib
● Keywords: methods
● Alias: tsdiag.Arima
●
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Tsay.test
(Package: TSA) :
Tsay's Test for nonlinearity
Carry out Tsay's test for quadratic nonlinearity in a time series.
● Data Source:
CranContrib
● Keywords: methods
● Alias: Tsay.test
●
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TSA-package
(Package: TSA) :
Time Series Analysis
Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by J.D. Cryer and K.S. Chan
● Data Source:
CranContrib
● Keywords: package
● Alias: TSA, TSA-package
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tlrt
(Package: TSA) :
Likelihood ratio test for threshold nonlinearity
Carry out the likelihood ratio test for threshold nonlinearity, with the null hypothesis being a normal AR process and the alternative hypothesis being a TAR model with homogeneous, normally distributed errors.
● Data Source:
CranContrib
● Keywords: methods
● Alias: tlrt
●
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tar.skeleton
(Package: TSA) :
Find the asympotitc behavior of the skeleton of a TAR model
The skeleton of a TAR model is obtained by suppressing the noise term from the TAR model.
● Data Source:
CranContrib
● Keywords: methods
● Alias: tar.skeleton
●
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tar.sim
(Package: TSA) :
Simulate a two-regime TAR model
Simulate a two-regime TAR model.
● Data Source:
CranContrib
● Keywords: methods
● Alias: tar.sim
●
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tar
(Package: TSA) :
Estimation of a TAR model
Estimation of a two-regime TAR model.
● Data Source:
CranContrib
● Keywords: methods
● Alias: tar
●
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summary.armasubsets
(Package: TSA) :
Summary of output from the armasubsets function
Add the calculation of AIC and AICc. See the help manual of regsubsets function of the leaps package
● Data Source:
CranContrib
● Keywords: methods
● Alias: summary.armasubsets
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