Other packages > Find by keyword >

NonlinearTSA  

Nonlinear Time Series Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("NonlinearTSA", "0.5.0")



Attach the package and use:
library("NonlinearTSA")
Maintained by
Burak Guris
[Scholar Profile | Author Map]
First Published: 2020-06-08
Latest Update: 2021-01-23
Description:
Function and data sets in the book entitled "Nonlinear Time Series Analysis with R Applications" B.Guris (2020). The book will be published in Turkish and the original name of this book will be "R Uygulamali Dogrusal Olmayan Zaman Serileri Analizi". It is possible to perform nonlinearity tests, nonlinear unit root tests, nonlinear cointegration tests and estimate nonlinear error correction models by using the functions written in this package. The Momentum Threshold Autoregressive (MTAR), the Smooth Threshold Autoregressive (STAR) and the Self Exciting Threshold Autoregressive (SETAR) type unit root tests can be performed using the functions written. In addition, cointegration tests using the Momentum Threshold Autoregressive (MTAR), the Smooth Threshold Autoregressive (STAR) and the Self Exciting Threshold Autoregressive (SETAR) models can be applied. It is possible to estimate nonlinear error correction models. The Granger causality test performed using nonlinear models can also be applied.
How to cite:
Burak Guris (2020). NonlinearTSA: Nonlinear Time Series Analysis. R package version 0.5.0, https://cran.r-project.org/web/packages/NonlinearTSA. Accessed 03 May. 2025.
Previous versions and publish date:
0.4.0 (2020-06-08 10:50)
Other packages that cited NonlinearTSA R package
View NonlinearTSA citation profile
Other R packages that NonlinearTSA depends, imports, suggests or enhances
Complete documentation for NonlinearTSA
Downloads during the last 30 days
04/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/01Downloads for NonlinearTSA0246810121416182022242628TrendBars

Today's Hot Picks in Authors and Packages

TestDesign  
Optimal Test Design Approach to Fixed and Adaptive Test Construction
Uses the optimal test design approach by Birnbaum (1968, ISBN:9781593119348) and van der Linden (201 ...
Download / Learn more Package Citations See dependency  
grabsampling  
Probability of Detection for Grab Sample Selection
Functions for obtaining the probability of detection, for grab samples selection by using two differ ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
mlr3fselect  
Feature Selection for 'mlr3'
Feature selection package of the 'mlr3' ecosystem. It selects the optimal feature set for any 'mlr3 ...
Download / Learn more Package Citations See dependency  
nlsem  
Fitting Structural Equation Mixture Models
Estimation of structural equation models with nonlinear effects and underlying nonnormal distributi ...
Download / Learn more Package Citations See dependency  
farrell  
Interactive Interface to Data Envelopment Analysis Modeling
Allows the user to execute interactively radial data envelopment analysis models. The user has the a ...
Download / Learn more Package Citations See dependency  

24,142

R Packages

207,311

Dependencies

65,312

Author Associations

24,143

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA