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tsDyn (version 0.5-7)
Time series analysis based on dynamical systems theory
Description
Time series analysis based on dynamical systems theory
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Install
install.packages('tsDyn')
Monthly Downloads
4,965
Version
0.5-7
License
GPL-2
Homepage
http://code.google.com/p/tsdyn
Maintainer
Antonio Fabio Di Narzo
Last Published
February 1st, 2024
Functions in tsDyn (0.5-7)
Search all functions
MAPE
Mean Absolute Percent Error
delta.lin
delta test of linearity
nlar methods
nlar methods
tsDyn-package
Getting started with the tsDyn package
llar
Locally linear model
availableModels
Available models
autopairs
Bivariate time series plots
nlar
Non-linear time series model, base class definition
mse
Mean Square Error
toLatex.setar
Latex representation of fitted setar models
selectHyperParms
Automatic selection of model hyper-parameters
nlarDialog
GUI to nlar
LINEAR
Linear AutoRegressive models
plot methods
Plotting methods for setar and lstar subclasses
selectSETAR
Automatic selection of SETAR hyper-parameters
AAR
Additive nonlinear autoregressive model
delta
delta test of conditional indipendence
nlar.struct
NLAR common structure
SETAR
Self Threshold Autoregressive model
LSTAR
Logistic Smooth Transition AutoRegressive model
autotriples
Trivariate time series plots
TARCH
Treshold-ARCH model
NNET
Neural Network nonlinear autoregressive model
autotriples.rgl
Interactive trivariate time series plots