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nlts (version 1.0-2)

Nonlinear Time Series Analysis

Description

R functions for (non)linear time series analysis with an emphasis on nonparametric autoregression and order estimation, and tests for linearity / additivity.

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Version

Install

install.packages('nlts')

Monthly Downloads

205

Version

1.0-2

License

GPL-3

Maintainer

Ottar Bjornstad

Last Published

October 12th, 2018

Functions in nlts (1.0-2)

prediction.profile.ll

Nonlinear forecasting at varying lags using local polynomial regression.

summary.ll.order

Summarize nonparametric cross-validation for time-series order

Plot ar-spectra with CI's

summary.specar.ci

Summarize ar-spectra with CI's

Ljung-Box test for whiteness in a time series.

Plot linear cross-validation for time-series order

The order of a time series using cross-validation of the linear autoregressive model (conditional least-squares).

Plot nonparametric cross-validation for time-series order

A Tukey one-degree-of-freedom test for linearity in time series.

Nonlinear forecasting of local polynomial `empirical dynamic model'.

The Lomb periodogram for unevenly sampled data

Consistent nonlinear estimate of the order using local polynomial regression.

Print nonparametric cross-validation for time-series order

contingency.periodogram

The contingency periodogram for periodicity in categorical time series

Summarizes Lomb periodograms

Plot Lomb periodograms

Plot function for prediction profile objects

Confidence interval for the ar-spectrum and the dominant period.

summary.lin.order

Summarize linear cross-validation for time-series order

Lagrange multiplier test for additivity in a timeseries

plot.contingency.periodogram

Plot contingency periodograms

Time series of Meal Moth abundance

Utility function

predict.ll.order

Predict values from ll.order object.

Utility function