Package: NonlinearTSA
Type: Package
Title: Nonlinear Time Series Analysis
Version: 0.5.0
Author: Burak Guris <bguris@istanbul.edu.tr>
Maintainer: Burak Guris <bguris@istanbul.edu.tr>
Description: Function and data sets in the book entitled "Nonlinear
        Time Series Analysis with R Applications" B.Guris (2020). The
        book will be published in Turkish and the original name of this
        book will be "R Uygulamali Dogrusal Olmayan Zaman Serileri
        Analizi". It is possible to perform nonlinearity tests,
        nonlinear unit root tests, nonlinear cointegration tests and
        estimate nonlinear error correction models by using the
        functions written in this package. The Momentum Threshold
        Autoregressive (MTAR), the Smooth Threshold Autoregressive
        (STAR) and the Self Exciting Threshold Autoregressive (SETAR)
        type unit root tests can be performed using the functions
        written. In addition, cointegration tests using the Momentum
        Threshold Autoregressive (MTAR), the Smooth Threshold
        Autoregressive (STAR) and the Self Exciting Threshold
        Autoregressive (SETAR) models can be applied. It is possible to
        estimate nonlinear error correction models. The Granger
        causality test performed using nonlinear models can also be
        applied.
License: GPL (>= 2)
Depends: R (>= 3.5.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Imports: car, tsDyn, minpack.lm
NeedsCompilation: no
Packaged: 2026-10-04 10:36:29 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2021-01-23 15:30:02 UTC
RemoteUrl: https://github.com/cran/NonlinearTSA
RemoteRef: HEAD
RemoteSha: 8fa55067e97fa0d4ceafe62999b03169c6dca109
Built: R 4.6.0; ; 2026-10-04 10:38:35 UTC; unix
