Nonlinear Time Series Analysis
Lagrange multiplier test for additivity in a timeseries
The contingency periodogram for periodicity in categorical time series
The order of a time series using cross-validation of the linear autore...
A Tukey one-degree-of-freedom test for linearity in time series.
Nonlinear forecasting of local polynomial `empirical dynamic model'.
Consistent nonlinear estimate of the order using local polynomial regr...
Utility function
Utility function
Plot contingency periodograms
Plot linear cross-validation for time-series order
Plot nonparametric cross-validation for time-series order
Plot Lomb periodograms
Plot function for prediction profile objects
Plot ar-spectra with CI's
Ljung-Box test for whiteness in a time series.
Predict values from ll.order object.
Nonlinear forecasting at varying lags using local polynomial regressio...
Print nonparametric cross-validation for time-series order
The Lomb periodogram for unevenly sampled data
Confidence interval for the ar-spectrum and the dominant period.
Summarize linear cross-validation for time-series order
Summarize nonparametric cross-validation for time-series order
Summarizes Lomb periodograms
Summarize ar-spectra with CI's
R functions for (non)linear time series analysis with an emphasis on nonparametric autoregression and order estimation, and tests for linearity / additivity.