(Non)Linear Time Series Analysis

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Documentation for package ‘nlts’ version 0.2-2

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add.test The 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 Plots contingency periodograms
plot.lin.order Plots linear cross-validation for time-series order
plot.ll.order Plots nonparametric cross-validation for time-series order
plot.lomb Plots Lomb periodograms
plot.ppll Ploting function for prediction profile objects
plot.specar.ci Plots ar-spectra with CI's
portman.Q The Ljung-Box test for whiteness in a time series.
predict.ll.order Predicted values from ll.order.
prediction.profile.ll Nonlinear forecasting at verying lags using local polynomial regression.
print.ll.order Prints nonparametric cross-validation for time-series order
print.ppll Nonlinear forecasting at verying lags using local polynomial regression.
spec.lomb The funcion to estimate 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 Summarizes ar-spectra with CI's