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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  3 months and 17 days ago 391 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r44h79f565e_0.conda  3 months and 17 days ago 223 main
conda 3.6 MB | win-64/r-tsdyn-11.0.5.2-r43h11b023d_0.conda  3 months and 17 days ago 393 main
conda 3.6 MB | osx-64/r-tsdyn-11.0.5.2-r43h79f565e_0.conda  3 months and 17 days ago 254 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r44h2b5f3a1_0.conda  3 months and 17 days ago 513 main
conda 3.6 MB | linux-64/r-tsdyn-11.0.5.2-r43h2b5f3a1_0.conda  3 months and 17 days ago 509 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r44h11b023d_1.conda  7 months and 25 days ago 465 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r43h11b023d_1.conda  7 months and 26 days ago 471 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43h6b9d099_1.conda  7 months and 26 days ago 445 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r44h6b9d099_1.conda  7 months and 26 days ago 464 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43hdb488b9_1.conda  7 months and 26 days ago 1028 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r44hdb488b9_1.conda  7 months and 26 days ago 994 main
conda 2.5 MB | win-64/r-tsdyn-11.0.4.1-r41h6d2157b_0.conda  1 year and 1 month ago 488 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r43hb2c329c_0.conda  1 year and 1 month ago 450 main
conda 2.5 MB | osx-64/r-tsdyn-11.0.4.1-r42hb2c329c_0.conda  1 year and 1 month ago 444 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r42h57805ef_0.conda  1 year and 1 month ago 1407 main
conda 2.5 MB | linux-64/r-tsdyn-11.0.4.1-r43h57805ef_0.conda  1 year and 1 month ago 1364 main
conda 2.8 MB | win-64/r-tsdyn-11.0.4-r41h6d2157b_0.conda  1 year and 2 months ago 551 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r43hb2c329c_0.conda  1 year and 2 months ago 459 main
conda 2.8 MB | osx-64/r-tsdyn-11.0.4-r42hb2c329c_0.conda  1 year and 2 months ago 436 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r42h57805ef_0.conda  1 year and 2 months ago 1397 main
conda 2.8 MB | linux-64/r-tsdyn-11.0.4-r43h57805ef_0.conda  1 year and 2 months ago 1445 main

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