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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 dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006).

copied from cf-staging / r-tsdyn
Type Size Name Uploaded Downloads Labels
conda 3.6 MB | win-64/r-tsdyn-11.0.5.2-r44h11b023d_0.conda  7 months and 20 days ago 411 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r44h79f565e_0.conda  7 months and 20 days ago 235 main
conda 3.6 MB | win-64/r-tsdyn-11.0.5.2-r43h11b023d_0.conda  7 months and 20 days ago 409 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r43h79f565e_0.conda  7 months and 20 days ago 266 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r44h2b5f3a1_0.conda  7 months and 20 days ago 827 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r43h2b5f3a1_0.conda  7 months and 20 days ago 823 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r44h11b023d_1.conda  11 months and 28 days ago 478 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r43h11b023d_1.conda  11 months and 28 days ago 488 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43h6b9d099_1.conda  11 months and 28 days ago 454 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r44h6b9d099_1.conda  11 months and 28 days ago 478 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43hdb488b9_1.conda  11 months and 28 days ago 1337 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r44hdb488b9_1.conda  11 months and 28 days ago 1293 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r41h6d2157b_0.conda  1 year and 5 months ago 495 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43hb2c329c_0.conda  1 year and 5 months ago 452 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r42hb2c329c_0.conda  1 year and 5 months ago 448 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r42h57805ef_0.conda  1 year and 5 months ago 1700 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43h57805ef_0.conda  1 year and 5 months ago 1665 main
conda 2.8 MB | win-64/r-tsdyn-11.0.4-r41h6d2157b_0.conda  1 year and 7 months ago 559 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r43hb2c329c_0.conda  1 year and 7 months ago 463 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r42hb2c329c_0.conda  1 year and 7 months ago 439 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r42h57805ef_0.conda  1 year and 7 months ago 1699 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r43h57805ef_0.conda  1 year and 7 months ago 1712 main

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