Is there any similar function in R does the same thing as nonlinearTest() in S-plus? I am currently working on determine the number of regimes,delayed parameter d and threshold values for the threshold value. Or otherwise where can I download a student S-plus? Do I have to use the university computer in order to free download?
Asked
Active
Viewed 212 times
0
-
Questions about where to download software - even if it would be legal for you to do so - are off-topic here. – Glen_b Jul 30 '14 at 03:28
-
What does `nonlinearTest` do in Splus? – Glen_b Jul 30 '14 at 03:29
-
You can fit SETAR and related models in R, and there are some tests of nonlinearity. See the section on Nonlinear Time Series Analysis in the [*Time Series* Task View](http://cran.r-project.org/web/views/TimeSeries.html) which mentions several packages. – Glen_b Jul 30 '14 at 03:40
-
Hey I used tsDyn to fit a threshold model :) It does the same thing as nonlinearTest :) – user52897 Jul 31 '14 at 14:06