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 causality test C.W.J.Granger (1980) , and a non-linear version of it based on feed-forward neural networks.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.3.5 by Youssef Hmamouche, 3 months ago

Browse source code at

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

Documentation:   PDF Manual  

Task views: Time Series Analysis

GNU General Public License license

Imports methods, timeSeries, Rdpack

Depends on Rcpp

Linking to Rcpp

System requirements: C++11

See at CRAN