| Name : R-NonlinearTSA
| |
| Version : 0.5.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.29.1
| Date : 2024-09-30 19:19:01
|
| Group : Development/Libraries/Other
| Source RPM : R-NonlinearTSA-0.5.0-lp155.29.1.src.rpm
|
| Size : 0.15 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Nonlinear Time Series Analysis
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
