Updated tseries package
Adrian Trapletti
Adrian.Trapletti@wu-wien.ac.at
Mon, 20 Sep 1999 16:08:25 +0000
Fritz just put the updated tseries package to CRAN. I mainly removed
(and corrected) code such that tseries fits together with package ts.
New code is White's and Teraesvirta's tests for neglected non-linearity
(also for the regression case). From the INDEX file:
NelPlo Nelson-Plosser Macroeconomic Time Series
adf.test Augmented Dickey-Fuller Test
amif Auto Mutual Information Function
bds.test BDS Test
portfolio.optim Portfolio Optimization
quadmap Quadratic Map (Logistic Equation)
read.matrix Read Matrix Data
read.ts Read Time Series Data
runs.test Runs Test
surrogate Generate Surrogate Data
tcm Yields on Treasury Securities
terasvirta.test Teraesvirta Neural Network Test for
Nonlinearity
white.test White Neural Network Test for Nonlinearity
Comments and suggestions are welcome!
Adrian
--
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti@wu-wien.ac.at
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