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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?

user52897
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  • 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

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