Nonlinear Time Series Analysis

R functions for (non)linear time series analysis with an emphasis on nonparametric autoregression and order estimation, and tests for linearity / additivity.


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Reference manual

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install.packages("nlts")

1.0-2 by Ottar N. Bjornstad, a year ago


http://ento.psu.edu/directory/onb1


Browse source code at https://github.com/cran/nlts


Authors: Ottar N. Bjornstad [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Depends on locfit, acepack


Suggested by epimdr.


See at CRAN