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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  15 days and 16 hours ago 65 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r44h79f565e_0.conda  15 days and 17 hours ago 20 main
conda 3.6 MB | win-64/r-tsdyn-11.0.5.2-r43h11b023d_0.conda  15 days and 17 hours ago 71 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r43h79f565e_0.conda  15 days and 17 hours ago 18 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r44h2b5f3a1_0.conda  15 days and 17 hours ago 126 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r43h2b5f3a1_0.conda  15 days and 17 hours ago 111 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r44h11b023d_1.conda  4 months and 24 days ago 207 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r43h11b023d_1.conda  4 months and 24 days ago 191 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43h6b9d099_1.conda  4 months and 24 days ago 199 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r44h6b9d099_1.conda  4 months and 24 days ago 211 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43hdb488b9_1.conda  4 months and 24 days ago 637 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r44hdb488b9_1.conda  4 months and 24 days ago 634 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r41h6d2157b_0.conda  10 months and 10 days ago 220 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43hb2c329c_0.conda  10 months and 10 days ago 212 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r42hb2c329c_0.conda  10 months and 10 days ago 229 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r42h57805ef_0.conda  10 months and 10 days ago 1001 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43h57805ef_0.conda  10 months and 10 days ago 982 main
conda 2.8 MB | win-64/r-tsdyn-11.0.4-r41h6d2157b_0.conda  11 months and 25 days ago 281 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r43hb2c329c_0.conda  11 months and 25 days ago 230 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r42hb2c329c_0.conda  11 months and 25 days ago 239 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r42h57805ef_0.conda  11 months and 25 days ago 1019 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r43h57805ef_0.conda  11 months and 25 days ago 1033 main

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