Nonlinear Time Series Analysis


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Documentation for package ‘nlts’ version 1.0-2

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add.test Lagrange multiplier test for additivity in a timeseries
contingency.periodogram The contingency periodogram for periodicity in categorical time series
lin.order.cls The order of a time series using cross-validation of the linear autoregressive model (conditional least-squares).
lin.test A Tukey one-degree-of-freedom test for linearity in time series.
ll.edm Nonlinear forecasting of local polynomial 'empirical dynamic model'.
ll.order Consistent nonlinear estimate of the order using local polynomial regression.
lpx Utility function
mkx Utility function
plodia Time series of Meal Moth abundance
plot.contingency.periodogram Plot contingency periodograms
plot.lin.order Plot linear cross-validation for time-series order
plot.ll.order Plot nonparametric cross-validation for time-series order
plot.lomb Plot Lomb periodograms
plot.ppll Plot function for prediction profile objects
plot.specar.ci Plot ar-spectra with CI's
portman.Q Ljung-Box test for whiteness in a time series.
predict.ll.order Predict values from ll.order object.
prediction.profile.ll Nonlinear forecasting at varying lags using local polynomial regression.
print.ll.order Print nonparametric cross-validation for time-series order
print.ppll Nonlinear forecasting at varying lags using local polynomial regression.
spec.lomb The Lomb periodogram for unevenly sampled data
specar.ci Confidence interval for the ar-spectrum and the dominant period.
summary.lin.order Summarize linear cross-validation for time-series order
summary.ll.order Summarize nonparametric cross-validation for time-series order
summary.lomb Summarizes Lomb periodograms
summary.specar.ci Summarize ar-spectra with CI's