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NTS  

Nonlinear Time Series Analysis
View on CRAN: Click here


Download and install NTS package within the R console
Install from CRAN:
install.packages("NTS")

Install from Github:
library("remotes")
install_github("cran/NTS")

Install by package version:
library("remotes")
install_version("NTS", "1.1.3")



Attach the package and use:
library("NTS")
Maintained by
Xialu Liu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-12-09
Latest Update: 2023-09-24
Description:
Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).
How to cite:
Xialu Liu (2018). NTS: Nonlinear Time Series Analysis. R package version 1.1.3, https://cran.r-project.org/web/packages/NTS. Accessed 05 Oct. 2026.
Previous versions and publish date:
1.0.0 (2018-12-09 17:20), 1.0.1 (2019-08-30 07:10), 1.1.0 (2019-12-19 00:10), 1.1.1 (2020-08-05 13:40), 1.1.2 (2020-08-06 14:40), (2026-07-09 08:15)
Other packages that cited NTS R package
View NTS citation profile
Other R packages that NTS depends, imports, suggests or enhances
Complete documentation for NTS
Functions, R codes and Examples using the NTS R package
Full NTS package functions and examples
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