tsDyn-package
(Package: tsDyn) :
Getting started with the tsDyn package
Getting started with the tsDyn package
● Data Source:
CranContrib
● Keywords: ts
● Alias: tsDyn, tsDyn-package
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logLik.nlVar
(Package: tsDyn) :
Extract Log-Likelihood
Log-Likelihood method for VAR models.
● Data Source:
CranContrib
● Keywords: ts
● Alias: logLik.nlVar
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autotriples
(Package: tsDyn) :
Trivariate time series plots
Trivariate time series plots: kernel autoregression using functions in the sm package
● Data Source:
CranContrib
● Keywords: ts
● Alias: autotriples
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STAR
(Package: tsDyn) :
STAR model
STAR model fitting with automatic selection of the number of regimes based on LM tests.
● Data Source:
CranContrib
● Keywords: ts
● Alias: STAR
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nlar
(Package: tsDyn) :
Non-linear time series model, base class definition
Generic non-linear autogregressive model class constructor.
● Data Source:
CranContrib
● Keywords: internal, ts
● Alias: nlar
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llar
(Package: tsDyn) :
Locally linear model
Casdagli test of nonlinearity via locally linear forecasts
● Data Source:
CranContrib
● Keywords: ts
● Alias: as.data.frame.llar, llar, llar.fitted, llar.predict, plot.llar, print.llar
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setarTest
(Package: tsDyn) :
Test of linearity
Test of linearity against threshold of Hansen (1999) with bootstrap distribution
● Data Source:
CranContrib
● Keywords: ts
● Alias: setarTest
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mse
(Package: tsDyn) :
Mean Square Error
Generic function to compute the Mean Squared Error of a fitted model.
● Data Source:
CranContrib
● Keywords: ts
● Alias: mse, mse.default
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BBCTest
(Package: tsDyn) :
Test of unit root against SETAR alternative
Test of unit root against a stationnary three regime SETAR alternative
● Data Source:
CranContrib
● Keywords:
● Alias: BBCTest
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TVECM.HStest
(Package: tsDyn) :
Test of linear cointegration vs threshold cointegration
Tests the null of linear cointegration against threshold cointegration following Hansen and Seo (2002). Fixed regressor anfd residual bootstrap are available.
● Data Source:
CranContrib
● Keywords: ts
● Alias: TVECM.HStest
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providing 
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