Analysis of Nonlinear Time Series Through TARMA Models
Plot from fitted/forecasted time series models.
Forecast from fitted TARMA models.
Methods for TARMA fits
Methods for TARMA tests
AR versus TAR bootstrap supLM test for nonlinearity
AR versus TARMA supLM robust test for nonlinearity
TARMA Modelling of Time Series
TARMA Modelling of Time Series
Simulation of a two-regime TARMA(p1,p2,q1,q2) process
ARMA versus TARMA supLM test for nonlinearity
ARMA GARCH versus TARMA GARCH supLM test for nonlinearity
Unit root supLM test for an integrated MA versus a stationary TARMA pr...
Unit root supLM test for an integrated MA versus a stationary TARMA pr...
tseriesTARMA: Analysis of Nonlinear Time Series through Threshold Auto...
Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average models. It provides functions and methods for: TARMA model fitting and forecasting, tests for threshold effects, unit-root tests based on TARMA models.