BBCTest                 Test of unit root against SETAR alternative
GIRF                    Generalized Impulse response Function (GIRF)
IIPUs                   US monthly industrial production from Hansen
                        (1999)
KapShinTest             Test of unit root against SETAR alternative
                        with
LINEAR                  Linear AutoRegressive models
LSTAR                   Logistic Smooth Transition AutoRegressive model
MAPE                    Mean Absolute Percent Error
MakeThSpec              Specification of the threshold search
NNET                    Neural Network nonlinear autoregressive model
SETAR                   Self Threshold Autoregressive model
STAR                    STAR model
TVAR                    Multivariate Threshold Vector Autoregressive
                        model
TVAR.LRtest             Test of linearity
TVAR.sim                Simulation of a multivariate Threshold
                        Autoregressive model (TVAR)
TVECM                   Threshold Vector Error Correction model (VECM)
TVECM.HStest            Test of linear cointegration vs threshold
                        cointegration
TVECM.SeoTest           No cointegration vs threshold cointegration
                        test
TVECM.sim               Simulation and bootstrap a VECM or bivariate
                        TVECM
UsUnemp                 US unemployment series used in Caner and Hansen
                        (2001)
VAR.sim                 Simulate or bootstrap a VAR model
VARrep                  VAR representation
VECM                    Estimation of Vector error correction model
                        (VECM)
VECM_symbolic           Virtual VECM model
aar                     Additive nonlinear autoregressive model
accuracy_stat           Forecasting accuracy measures.
addRegime               addRegime test
ar_mean                 Long-term mean of an AR(p) process
autopairs               Bivariate time series plots
autotriples             Trivariate time series plots
autotriples.rgl         Interactive trivariate time series plots
availableModels         Available models
barry                   Time series of PPI used as example in Bierens
                        and Martins (2010)
charac_root             Characteristic roots of the AR coefficients
coefB                   Extract cointegration parameters A, B and PI
delta                   delta test of conditional independence
delta.lin               delta test of linearity
fevd.nlVar              Forecast Error Variance Decomposition
fitted.nlVar            fitted method for objects of class nlVar, i.e.
                        VAR and VECM models.
getTh                   Extract threshold(s) coefficient
irf.linear              Impulse response function
isLinear                isLinear
lags.select             Selection of the lag with Information
                        criterion.
lineVar                 Multivariate linear models: VAR and VECM
llar                    Locally linear model
logLik.nlVar            Extract Log-Likelihood
m.unrate                Monthly US unemployment
mse                     Mean Square Error
nlar-methods            NLAR methods
plot-methods            Plotting methods for SETAR and LSTAR subclasses
plot_ECT                Plot the Error Correct Term (ECT) response
predict.TVAR            Predict method for objects of class "VAR",
                        "VECM" or "TVAR"
predict.nlar            Predict method for objects of class "nlar".
predict_rolling         Rolling forecasts
rank.select             Selection of the cointegrating rank with
                        Information criterion.
rank.test               Test of the cointegrating rank
regime                  Extract a variable showing the regime
resVar                  Residual variance
resample_vec            Resampling schemes
selectLSTAR             Automatic selection of model hyper-parameters
selectSETAR             Automatic selection of SETAR hyper-parameters
setar.sim               Simulation and bootstrap of Threshold
                        Autoregressive model (SETAR)
setarTest               Test of linearity against threshold (SETAR)
setarTest_IIPUs_results
                        Results from the setarTest, applied on Hansen
                        (1999) data
sigmoid                 sigmoid functions
toLatex.setar           Latex representation of fitted setar models
tsDyn-package           Getting started with the tsDyn package
zeroyld                 zeroyld time series
