tsDyn
Nonlinear Time Series Models with Regime Switching
v11.0.5.2
·
Oct 31, 2024
·
GPL (>= 2)
Description
Implements nonlinear autoregressive (AR) time series models. For univariate series, a non-parametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006).
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CRAN Check Status
13
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | 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 History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 19, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 17, 2026
WARNING
r-oldrel-windows-x86_64
for unstated dependencies in ‘tests’
Warning: unable to access index for repository https://bioconductor.org/packages/3.22/bioc/src/contrib: cannot open URL 'https://bioconductor.org/packages/3.22/bioc/src/contrib/PACKAGES' Warning: unable to access index for repository https://biocon ...[truncated]... 2/data/annotation/src/contrib/PACKAGES' Warning: unable to access index for repository https://bioconductor.org/packages/3.22/data/experiment/src/contrib: cannot open URL 'https://bioconductor.org/packages/3.22/data/experiment/src/contrib/PACKAGES'
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 30, 2026
NOTE 13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
NOTE
r-devel-macos-arm64
tests
Running ‘00SetarAndFriends.R’ [1s/1s] Comparing ‘00SetarAndFriends.Rout’ to ‘00SetarAndFriends.Rout.save’ ... OK Running ‘GIRF_TEST.R’ [4s/4s] Comparing ‘GIRF_TEST.Rout’ to ‘GIRF_TEST.Rout.save’ ... OK Running ‘TVAR_TEST.R’ [3s/3s] Comparin ...[truncated]... to ‘setarTest_test.Rout.save’ ... OK Running ‘testthat.R’ [6s/6s] Running ‘toMlm.R’ [1s/1s] Comparing ‘toMlm.Rout’ to ‘toMlm.Rout.save’ ... OK Running ‘univ_ar_mean.R’ [1s/1s] Comparing ‘univ_ar_mean.Rout’ to ‘univ_ar_mean.Rout.save’ ... OK
ERROR 12 OK · 1 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 24, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
tests
Running ‘00SetarAndFriends.R’ [4s/5s]
Comparing ‘00SetarAndFriends.Rout’ to ‘00SetarAndFriends.Rout.save’ ... OK
Running ‘GIRF_TEST.R’ [13s/16s]
Comparing ‘GIRF_TEST.Rout’ to ‘GIRF_TEST.Rout.save’ ... OK
Running ‘TVAR_TEST.R’ [9s/12s]
Compa
...[truncated]...
> ## compare with ar?
> ar_1_noMean <- ar(lh, order.max =1, demean = FALSE, method = "ols")
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Calls: ar -> ar.ols
Execution halted
NOTE
r-devel-macos-arm64
tests
Running ‘00SetarAndFriends.R’ [1s/1s] Comparing ‘00SetarAndFriends.Rout’ to ‘00SetarAndFriends.Rout.save’ ... OK Running ‘GIRF_TEST.R’ [4s/4s] Comparing ‘GIRF_TEST.Rout’ to ‘GIRF_TEST.Rout.save’ ... OK Running ‘TVAR_TEST.R’ [3s/3s] Comparin ...[truncated]... to ‘setarTest_test.Rout.save’ ... OK Running ‘testthat.R’ [6s/6s] Running ‘toMlm.R’ [1s/1s] Comparing ‘toMlm.Rout’ to ‘toMlm.Rout.save’ ... OK Running ‘univ_ar_mean.R’ [1s/1s] Comparing ‘univ_ar_mean.Rout’ to ‘univ_ar_mean.Rout.save’ ... OK
NOTE 13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-macos-arm64
tests
Running ‘00SetarAndFriends.R’ [1s/1s] Comparing ‘00SetarAndFriends.Rout’ to ‘00SetarAndFriends.Rout.save’ ... OK Running ‘GIRF_TEST.R’ [4s/4s] Comparing ‘GIRF_TEST.Rout’ to ‘GIRF_TEST.Rout.save’ ... OK Running ‘TVAR_TEST.R’ [3s/3s] Comparin ...[truncated]... to ‘setarTest_test.Rout.save’ ... OK Running ‘testthat.R’ [6s/6s] Running ‘toMlm.R’ [1s/1s] Comparing ‘toMlm.Rout’ to ‘toMlm.Rout.save’ ... OK Running ‘univ_ar_mean.R’ [1s/1s] Comparing ‘univ_ar_mean.Rout’ to ‘univ_ar_mean.Rout.save’ ... OK
Reverse Dependencies (6)
imports
Dependency Network
Version History
38 tracked
new
11.0.5.2
Mar 10, 2026