Nonlinear Time Series Analysis

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Documentation for package ‘NonlinearTSA’ version 0.5.0

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ARCH.Test ARCH Test for time series
Cook_Vougas_2009_unit_root Cook and Vougas(2009) nonlinear unit root test function
Cuestas_Garratt_unit_root Cuestas and Garratt(2011) nonlinear unit root test function
Cuestas_Ordonez_2014_unit_root Cuestas and Ordonez(2014) nonlinear unit root test function
Enders_Granger_1998 Enders and Granger_1998 nonlinear unit root test function
Enders_Siklos_2001 Enders and Siklos(2001) Nonlinear Cointegration Test Function
ESTAR_ECM STAR Vector Error Correction Model
Harvey_Mills_2002_unit_root Harvey and Mills(2002) nonlinear unit root test function
Hu_Chen_Unit_Root Hu and Chen(2016) nonlinear unit root test function
IBM IBM
Kilic_2011_unit_root Kilic(2011) nonlinear unit root test function
Kruse_Unit_Root Kruse(2011) nonlinear unit root test function
KSS_2006_Cointegration Kapetanios, Shin and Snell(2006) nonlinear cointegration test function
KSS_Unit_Root Kapetanios, Shin and Snell(2003) nonlinear unit root test function
LNV_1998_unit_root Leybourne Newbold and Vougas (1998) nonlinear unit root test function
MarketPrices MarketPrices
Mc.Leod.Li Mc.Leod.Li nonlinearity test
MTAR_ECM MTAR Vector Error Correction Model
Park_Shintani_2016_unit_root Park and Shintani(2012) nonlinear unit root test function
Pascalau_2007_unit_root Pascalau(2007) nonlinear unit root test function
SETAR_model SETAR model estimation
Sollis2009_Unit_Root Sollis(2009) nonlinear unit root test function
Sollis_2004_unit_root Sollis(2004) nonlinear unit root test function
Terasvirta1994test Terasvirta (1994) nonlinearity test
Vougas_2006_unit_root Vougas(2006) nonlinear unit root test function