R: Nonlinear Time Series Analysis

# Nonlinear Time Series Analysis

## Documentation for package ‘NonlinearTSA’ version 0.5.0

- DESCRIPTION file

## Help Pages

ARCH.Test | ARCH Test for time series
Cook_Vougas_2009_unit_root | Cook and Vougas(2009) nonlinear unit root test function
Cuestas_Garratt_unit_root | Cuestas and Garratt(2011) nonlinear unit root test function
Cuestas_Ordonez_2014_unit_root | Cuestas and Ordonez(2014) nonlinear unit root test function
Enders_Granger_1998 | Enders and Granger_1998 nonlinear unit root test function
Enders_Siklos_2001 | Enders and Siklos(2001) Nonlinear Cointegration Test Function
ESTAR_ECM | STAR Vector Error Correction Model
Harvey_Mills_2002_unit_root | Harvey and Mills(2002) nonlinear unit root test function
Hu_Chen_Unit_Root | Hu and Chen(2016) nonlinear unit root test function
IBM | IBM
Kilic_2011_unit_root | Kilic(2011) nonlinear unit root test function
Kruse_Unit_Root | Kruse(2011) nonlinear unit root test function
KSS_2006_Cointegration | Kapetanios, Shin and Snell(2006) nonlinear cointegration test function
KSS_Unit_Root | Kapetanios, Shin and Snell(2003) nonlinear unit root test function
LNV_1998_unit_root | Leybourne Newbold and Vougas (1998) nonlinear unit root test function
MarketPrices | MarketPrices
Mc.Leod.Li | Mc.Leod.Li nonlinearity test
MTAR_ECM | MTAR Vector Error Correction Model
Park_Shintani_2016_unit_root | Park and Shintani(2012) nonlinear unit root test function
Pascalau_2007_unit_root | Pascalau(2007) nonlinear unit root test function
SETAR_model | SETAR model estimation
Sollis2009_Unit_Root | Sollis(2009) nonlinear unit root test function
Sollis_2004_unit_root | Sollis(2004) nonlinear unit root test function
Terasvirta1994test | Terasvirta (1994) nonlinearity test
Vougas_2006_unit_root | Vougas(2006) nonlinear unit root test function