{ "_id": "6a1d4e301d7bb097a0a444dd", "Package": "NonlinearTSA", "Type": "Package", "Title": "Nonlinear Time Series Analysis", "Version": "0.5.0", "Author": "Burak Guris ", "Maintainer": "Burak Guris ", "Description": "Function and data sets in the book entitled \"Nonlinear\nTime Series Analysis with R Applications\" B.Guris (2020). The\nbook will be published in Turkish and the original name of this\nbook will be \"R Uygulamali Dogrusal Olmayan Zaman Serileri\nAnalizi\". It is possible to perform nonlinearity tests,\nnonlinear unit root tests, nonlinear cointegration tests and\nestimate nonlinear error correction models by using the\nfunctions written in this package. The Momentum Threshold\nAutoregressive (MTAR), the Smooth Threshold Autoregressive\n(STAR) and the Self Exciting Threshold Autoregressive (SETAR)\ntype unit root tests can be performed using the functions\nwritten. In addition, cointegration tests using the Momentum\nThreshold Autoregressive (MTAR), the Smooth Threshold\nAutoregressive (STAR) and the Self Exciting Threshold\nAutoregressive (SETAR) models can be applied. It is possible to\nestimate nonlinear error correction models. The Granger\ncausality test performed using nonlinear models can also be\napplied.", "License": "GPL (>= 2)", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.1.1", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-01 09:14:00 UTC", "User": "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", "MD5sum": "94bdeaa138482fd9f8959b342888ac0c", "_user": "cran", "_type": "src", "_file": "NonlinearTSA_0.5.0.tar.gz", "_fileid": "a6198eb9b6e47ef185eee89dec9b625c63a00ad4fb8d72f7bccc9e14112fc067", "_filesize": 175506, "_sha256": "a6198eb9b6e47ef185eee89dec9b625c63a00ad4fb8d72f7bccc9e14112fc067", "_created": "2026-06-01T09:14:00.000Z", "_published": "2026-06-01T09:17:36.534Z", "_distro": "noble", "_jobs": [ { "job": 78821480064, "time": 173, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", 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"package": "minpack.lm", "role": "Imports" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 3, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 249, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/NonlinearTSA" }, "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NonlinearTSA.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "0.4.0", "date": "2020-06-08" }, { "version": "0.5.0", "date": "2021-01-23" } ], "_exports": [ "ARCH.Test", "Cook_Vougas_2009_unit_root", "Cuestas_Garratt_unit_root", "Cuestas_Ordonez_2014_unit_root", "Enders_Granger_1998", "Enders_Siklos_2001", "ESTAR_ECM", "Harvey_Mills_2002_unit_root", "Hu_Chen_Unit_Root", "Kilic_2011_unit_root", "Kruse_Unit_Root", "KSS_2006_Cointegration", "KSS_Unit_Root", "LNV_1998_unit_root", "Mc.Leod.Li", "MTAR_ECM", "Park_Shintani_2016_unit_root", "Pascalau_2007_unit_root", "SETAR_model", "Sollis_2004_unit_root", "Sollis2009_Unit_Root", "Terasvirta1994test", "Vougas_2006_unit_root" ], "_datasets": [ { "name": "IBM", "title": "IBM", "object": "IBM", "class": [ "xts", "zoo" ], "fields": [ "IBM.Close" ], "rows": 2013, "table": true, "tojson": false }, { "name": "MarketPrices", "title": "MarketPrices", "object": "MarketPrices", "class": [ "data.frame" ], "fields": [ "FCHI.Close", "IBEX.Close" ], "rows": 667, "table": true, "tojson": true } ], "_help": [ { "page": "ARCH.Test", "title": "ARCH Test for time series", "topics": [ "ARCH.Test" ] }, { "page": "Cook_Vougas_2009_unit_root", "title": "Cook and Vougas(2009) nonlinear unit root test function", "topics": [ "Cook_Vougas_2009_unit_root" ] }, { "page": "Cuestas_Garratt_unit_root", "title": "Cuestas and Garratt(2011) 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"Kilic_2011_unit_root", "title": "Kilic(2011) nonlinear unit root test function", "topics": [ "Kilic_2011_unit_root" ] }, { "page": "Kruse_Unit_Root", "title": "Kruse(2011) nonlinear unit root test function", "topics": [ "Kruse_Unit_Root" ] }, { "page": "KSS_2006_Cointegration", "title": "Kapetanios, Shin and Snell(2006) nonlinear cointegration test function", "topics": [ "KSS_2006_Cointegration" ] }, { "page": "KSS_Unit_Root", "title": "Kapetanios, Shin and Snell(2003) nonlinear unit root test function", "topics": [ "KSS_Unit_Root" ] }, { "page": "LNV_1998_unit_root", "title": "Leybourne Newbold and Vougas (1998) nonlinear unit root test function", "topics": [ "LNV_1998_unit_root" ] }, { "page": "MarketPrices", "title": "MarketPrices", "topics": [ "MarketPrices" ] }, { "page": "Mc.Leod.Li", "title": "Mc.Leod.Li nonlinearity test", "topics": [ "Mc.Leod.Li" ] }, { "page": "MTAR_ECM", "title": "MTAR Vector Error Correction Model", "topics": [ "MTAR_ECM" ] }, { "page": 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