Estimation and Inference for General Time Series Regression


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Documentation for package ‘SIMle’ version 0.1.0

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auto.exact.test Automated exact form test
auto.fit Automated estimation of nonlinear time series regression
auto.homo.test Automated time-homogeneity test
auto.SCR Automated creation of a Simultaneous Confidence Region (SCR) for the estimated function
auto.sep.test Automated separability test
bs.gene.trans Generate Mapping Basis
bs.plot.trans Plots of mapping basis
cv.plot Visualization of the cross-validation results
cv.res Cross validation result by specific criteria
exact.test Exact form test
fit.plot Visualization of estimation
fix.fit User-specified estimation of nonlinear time series regression
fix.SCR User-specified creation of a Simultaneous Confidence Region (SCR) for the estimated function
homo.test User-specified time-homogeneity test
scr.plot Visualization of simultaneous confidence region (SCR)
sep.test User-specified separability test
series.predict Predicting time series with 1 step
test.plot Visulization of Simultaneous Confidence Region(SCR) for test result