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  "Title": "Nonlinear Time Series Models with Regime Switching",
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  "Authors@R": "c(person(\"Antonio Fabio\", \"Di Narzo\", role = \"aut\",\ncomment =c(ORCID=\"0000-0002-4033-5038\")),\nperson(\"Jose Luis\", \"Aznarte\", role = \"ctb\",\ncomment =c(ORCID=\"0000-0002-1636-244X\"),\nemail = \"jlaznarte@dia.uned.es\"),\nperson(\"Matthieu\", \"Stigler\", role = c(\"aut\",\"cre\"), email=\"Matthieu.Stigler@gmail.com\",\ncomment =c(ORCID=\"0000-0002-6802-4290\")))",
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    "autopairs",
    "autotriples",
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    "coefB",
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    "delta.lin.test",
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    "fevd",
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    "TVAR.sim",
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    "TVECM.sim",
    "VAR.boot",
    "VAR.sim",
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    "VECM.boot",
    "VECM.sim"
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        "cpiCAN"
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      "title": "Getting started with the tsDyn package",
      "topics": [
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        "tsDyn"
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      "title": "Additive nonlinear autoregressive model",
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        "aar",
        "plot.aar",
        "print.aar",
        "summary.aar"
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        "accuracy_stat.pred_roll"
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      "title": "addRegime test",
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        "ar_mean.lstar",
        "ar_mean.setar"
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      "topics": [
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      "title": "Trivariate time series plots",
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      "title": "Interactive trivariate time series plots",
      "topics": [
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      "title": "Available models",
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      "title": "Time series of PPI used as example in 'Bierens and Martins (2010)'",
      "topics": [
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      "title": "Test of unit root against SETAR alternative",
      "topics": [
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      "title": "Characteristic roots of the AR coefficients",
      "topics": [
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        "charac_root.nlar"
      ]
    },
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      "title": "Extract cointegration parameters A, B and PI",
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        "coefA.ca.jo",
        "coefA.VECM",
        "coefB",
        "coefB.ca.jo",
        "coefB.VECM",
        "coefPI"
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        "delta.test"
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      "topics": [
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        "delta.lin.test"
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      "title": "Forecast Error Variance Decomposition",
      "topics": [
        "fevd.nlVar"
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    {
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      "title": "fitted method for objects of class nlVar, i.e. VAR and VECM models.",
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        "fitted.nlVar"
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      "title": "Extract threshold(s) coefficient",
      "topics": [
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        "getTh.default"
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      "title": "Generalized Impulse response Function (GIRF)",
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        "GIRF.linear",
        "GIRF.nlVar",
        "GIRF.setar",
        "plot.GIRF_df"
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      "title": "Impulse response function",
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        "irf.nlVar",
        "irf.setar",
        "irf.TVAR",
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        "irf.VAR",
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      "title": "Test of unit root against SETAR alternative with",
      "topics": [
        "KapShinTest"
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      "title": "Selection of the lag with Information criterion.",
      "topics": [
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      "title": "Linear AutoRegressive models",
      "topics": [
        "LINEAR",
        "linear",
        "print.linear",
        "print.summary.linear",
        "summary.linear"
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      "title": "Multivariate linear models: VAR and VECM",
      "topics": [
        "lineVar"
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    {
      "page": "llar",
      "title": "Locally linear model",
      "topics": [
        "as.data.frame.llar",
        "llar",
        "llar.fitted",
        "llar.predict",
        "plot.llar",
        "print.llar"
      ]
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    {
      "page": "logLik.nlVar",
      "title": "Extract Log-Likelihood",
      "topics": [
        "logLik.nlVar",
        "logLik.VAR",
        "logLik.VECM"
      ]
    },
    {
      "page": "lstar",
      "title": "Logistic Smooth Transition AutoRegressive model",
      "topics": [
        "LSTAR",
        "lstar"
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