The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Function and data sets in the book entitled "Nonlinear Time Series Analysis with R Applications" B.Guris (2020). The book will be published in Turkish and the original name of this book will be "R Uygulamali Dogrusal Olmayan Zaman Serileri Analizi". It is possible to perform nonlinearity tests, nonlinear unit root tests, nonlinear cointegration tests and estimate nonlinear error correction models by using the functions written in this package. The Momentum Threshold Autoregressive (MTAR), the Smooth Threshold Autoregressive (STAR) and the Self Exciting Threshold Autoregressive (SETAR) type unit root tests can be performed using the functions written. In addition, cointegration tests using the Momentum Threshold Autoregressive (MTAR), the Smooth Threshold Autoregressive (STAR) and the Self Exciting Threshold Autoregressive (SETAR) models can be applied. It is possible to estimate nonlinear error correction models. The Granger causality test performed using nonlinear models can also be applied.
| Version: | 0.5.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | car, tsDyn, minpack.lm |
| Published: | 2021-01-23 |
| DOI: | 10.32614/CRAN.package.NonlinearTSA |
| Author: | Burak Guris |
| Maintainer: | Burak Guris <bguris at istanbul.edu.tr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | NonlinearTSA results |
| Reference manual: | NonlinearTSA.pdf |
| Package source: | NonlinearTSA_0.5.0.tar.gz |
| Windows binaries: | r-devel: NonlinearTSA_0.5.0.zip, r-release: NonlinearTSA_0.5.0.zip, r-oldrel: NonlinearTSA_0.5.0.zip |
| macOS binaries: | r-release (arm64): NonlinearTSA_0.5.0.tgz, r-oldrel (arm64): NonlinearTSA_0.5.0.tgz, r-release (x86_64): NonlinearTSA_0.5.0.tgz, r-oldrel (x86_64): NonlinearTSA_0.5.0.tgz |
| Old sources: | NonlinearTSA archive |
Please use the canonical form https://CRAN.R-project.org/package=NonlinearTSA to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.