zeroyld

datasets

Implements nonlinear autoregressive (AR) time series
        models. For univariate series, a non-parametric approach is
        available through additive nonlinear AR. Parametric modeling
        and testing for regime switching dynamicsis available when the
        transition is either direct (TAR: threshold AR) or smooth
        (STAR: smooth transition AR, LSTAR). For multivariate series,
        estimation and testing of threshold cointegration TVAR/TVECM
        models can be done.

zeroyld: zeroyld time series

Description

Arguments