R: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models

# Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models

## Documentation for package ‘tseriesTARMA’ version 0.5-2

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

ACValues | Andrews Tabulated Critical Values
coef.TARMA | Methods for TARMA fits
plot.tsfit | Plot from fitted/forecasted time series models.
predict.TARMA | Forecast from fitted TARMA models.
print.TARMA | Methods for TARMA fits
print.TARMAtest | Methods for TARMA tests
residuals.TARMA | Methods for TARMA fits
supLMQur | Tabulated Critical Values for the Unit Root IMA vs TARMA test
TAR.test | AR versus TARMA supLM robust test for nonlinearity
TAR.test.B | AR versus TAR bootstrap supLM test for nonlinearity
TARMA.fit | TARMA Modelling of Time Series
TARMA.fit2 | TARMA Modelling of Time Series
TARMA.sim | Simulation of a two-regime 'TARMA(p1,p2,q1,q2)' process
TARMA.test | ARMA versus TARMA (and AR versus TAR) supLM tests for nonlinearity
TARMAGARCH.test | ARMA GARCH versus TARMA GARCH supLM test for nonlinearity
TARMAur.test | Unit root supLM test for an integrated MA versus a stationary TARMA process
TARMAur.test.B | Unit root supLM test for an integrated MA versus a stationary TARMA process
vcov.TARMA | Methods for TARMA fits