Analysis of Nonlinear Time Series Through TARMA Models

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Documentation for package ‘tseriesTARMA’ version 0.3-2

• DESCRIPTION file.
• Package NEWS.

Help Pages

ACValues	Andrews Tabulated Critical Values
coef.TARMA	Methods for TARMA fits
plot.tsfit	Plot from fitted/forecasted time series models.
predict.TARMA	Forecast from fitted TARMA models.
print.TARMA	Methods for TARMA fits
print.TARMAtest	Methods for TARMA tests
residuals.TARMA	Methods for TARMA fits
supLMQur	Tabulated Critical Values for the Unit Root IMA vs TARMA test
TAR.test	AR versus TARMA supLM robust test for nonlinearity
TAR.test.B	AR versus TAR bootstrap supLM test for nonlinearity
TARMA.fit	TARMA Modelling of Time Series
TARMA.fit2	TARMA Modelling of Time Series
TARMA.sim	Simulation of a two-regime 'TARMA(p1,p2,q1,q2)' process
TARMA.test	ARMA versus TARMA supLM test for nonlinearity
TARMAGARCH.test	ARMA GARCH versus TARMA GARCH supLM test for nonlinearity
TARMAur.test	Unit root supLM test for an integrated MA versus a stationary TARMA process
TARMAur.test.B	Unit root supLM test for an integrated MA versus a stationary TARMA process
tseriesTARMA	tseriesTARMA: Analysis of Nonlinear Time Series through Threshold Autoregressive Moving Average Models (TARMA) models
vcov.TARMA	Methods for TARMA fits