Non Linear Time Series Analysis

Models for time series forecasting and causality detection. The main functionalities of this package consist of a neural network Vector Auto-Regressive model, the classical Granger causality test C.W.J.Granger (1980) , and a non-linear version of it based on feedforward neural networks.


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1.3.2 by Youssef Hmamouche, 3 days ago

Browse source code at

Authors: Youssef Hmamouche [aut, cre], Sylvain Barthelemy [cph]

Documentation:   PDF Manual  

GNU General Public License license

Imports methods, timeSeries, Rdpack

Depends on Rcpp

Linking to Rcpp

System requirements: C++11

See at CRAN