| Name : R-tsDyn
| |
| Version : 11.0.4.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.1
| Date : 2024-06-21 00:56:03
|
| Group : Development/Libraries/Other
| Source RPM : R-tsDyn-11.0.4.1-lp153.2.1.src.rpm
|
| Size : 2.72 MB
| |
| Packager : (none)
| |
| Summary : Nonlinear Time Series Models with Regime Switching
|
Description :
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).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
