Displaying 2 results from an estimated 2 matches for "bbctest".
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abctest
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...implemented functions. It can serve as an ideal introduction for people
interested in discovering this field.
Main new features include:
-added possibilty to have two thresolds and hence three regimes in setar
and selectSETAR (arg nthresh)
-new functions for unit roots tests: KapShinTest() and BBCTest()
-new functions for estimating VAR and VECM: lineVar
-new function for estimating TVECM: function TVECM()
-new function for estimating TVAR: function TVAR()
-new function to test for setar: function setarTest()
-new function to test for TVAR: function TVAR.LRtest()
-new function to test for TVECM:...
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...implemented functions. It can serve as an ideal introduction for people
interested in discovering this field.
Main new features include:
-added possibilty to have two thresolds and hence three regimes in setar
and selectSETAR (arg nthresh)
-new functions for unit roots tests: KapShinTest() and BBCTest()
-new functions for estimating VAR and VECM: lineVar
-new function for estimating TVECM: function TVECM()
-new function for estimating TVAR: function TVAR()
-new function to test for setar: function setarTest()
-new function to test for TVAR: function TVAR.LRtest()
-new function to test for TVECM:...