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.


Reference manual

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

Browse source code at

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