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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  9 months and 1 day ago 419 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r44h79f565e_0.conda  9 months and 1 day ago 238 main
conda 3.6 MB | win-64/r-tsdyn-11.0.5.2-r43h11b023d_0.conda  9 months and 1 day ago 417 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r43h79f565e_0.conda  9 months and 1 day ago 270 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r44h2b5f3a1_0.conda  9 months and 1 day ago 911 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r43h2b5f3a1_0.conda  9 months and 1 day ago 903 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r44h11b023d_1.conda  1 year and 1 month ago 485 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r43h11b023d_1.conda  1 year and 1 month ago 494 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43h6b9d099_1.conda  1 year and 1 month ago 459 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r44h6b9d099_1.conda  1 year and 1 month ago 483 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43hdb488b9_1.conda  1 year and 1 month ago 1418 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r44hdb488b9_1.conda  1 year and 1 month ago 1376 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r41h6d2157b_0.conda  1 year and 6 months ago 498 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43hb2c329c_0.conda  1 year and 6 months ago 454 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r42hb2c329c_0.conda  1 year and 6 months ago 450 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r42h57805ef_0.conda  1 year and 6 months ago 1777 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43h57805ef_0.conda  1 year and 6 months ago 1738 main
conda 2.8 MB | win-64/r-tsdyn-11.0.4-r41h6d2157b_0.conda  1 year and 8 months ago 563 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r43hb2c329c_0.conda  1 year and 8 months ago 465 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r42hb2c329c_0.conda  1 year and 8 months ago 441 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r42h57805ef_0.conda  1 year and 8 months ago 1771 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r43h57805ef_0.conda  1 year and 8 months ago 1779 main

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