search for: setartest

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Version 0.7 of package tsDyn, nonlinear time series
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...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: functions TVECM.SeoTest() and HanSeo_TVECM() -new function to simulate/bootstrap a TVAR: function TVAR.sim() -new function to simulate/bootstrap a TVECM: function TVECM.sim() -new function to simulate/bootstr...
Version 0.7 of package tsDyn, nonlinear time series
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...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: functions TVECM.SeoTest() and HanSeo_TVECM() -new function to simulate/bootstrap a TVAR: function TVAR.sim() -new function to simulate/bootstrap a TVECM: function TVECM.sim() -new function to simulate/bootstr...