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nlar.struct

NLAR common structure

NLAR common structure

nlar.struct(x, m, d=1, steps=d, series)
getXXYY(obj, ...)
getXX(obj, ...)
getYY(obj, ...)
getNUsed(obj, ...)

`x`	time series
`m,d,steps`	embedding dimension, time delay and forecasting steps
`series`	(optional) time series name
`obj`	`nlar.struct` object
`...`	arguments to be passed to and from other methods

nlar.struct builds an object of class nlar.struct, from which common NLAR models infos can be extracted using:

Antonio, Fabio Di Narzo

Nonlinear Time Series Models with Regime Switching

v10-1.2

GPL (>= 2)

Authors

Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]

Initial release

2020-02-04