Description
Function and data sets in the book entitled "Nonlinear Time Series Analysis with R Applications" B.Guris (2020). The book will be published in Turkish and the original name of this book will be "R Uygulamali Dogrusal Olmayan Zaman Serileri Analizi". It is possible to perform nonlinearity tests, nonlinear unit root tests, nonlinear cointegration tests and estimate nonlinear error correction models by using the functions written in this package. The Momentum Threshold Autoregressive (MTAR), the Smooth Threshold Autoregressive (STAR) and the Self Exciting Threshold Autoregressive (SETAR) type unit root tests can be performed using the functions written. In addition, cointegration tests using the Momentum Threshold Autoregressive (MTAR), the Smooth Threshold Autoregressive (STAR) and the Self Exciting Threshold Autoregressive (SETAR) models can be applied. It is possible to estimate nonlinear error correction models. The Granger causality test performed using nonlinear models can also be applied.
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Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
CRAN incoming feasibility
Maintainer: ‘Burak Guris <bguris@istanbul.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Burak",
family = "Guris",
role = c("aut", "cre"),
email = "bguris@istanbul.edu.tr")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Burak Guris <bguris@istanbul.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Burak",
family = "Guris",
role = c("aut", "cre"),
email = "bguris@istanbul.edu.tr")
as necessary.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Burak Guris <bguris@istanbul.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Burak",
family = "Guris",
role = c("aut", "cre"),
email = "bguris@istanbul.edu.tr")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Burak Guris <bguris@istanbul.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Burak",
family = "Guris",
role = c("aut", "cre"),
email = "bguris@istanbul.edu.tr")
as necessary.