AAR                     Additive nonlinear autoregressive model
BBCTest                 Test of unit root against SETAR alternative
IIPUs                   US monthly industrial production from Hansen
                        (1999)
KapShinTest             Test of unit root against SETAR alternative
                        with
LINEAR                  Linear AutoRegressive models
LSTAR                   Logistic Smooth Transition AutoRegressive model
MAPE                    Mean Absolute Percent Error
MakeThSpec              Specification of the threshold search
NNET                    Neural Network nonlinear autoregressive model
SETAR                   Self Threshold Autoregressive model
STAR                    STAR model
TVAR                    Multivariate Threshold Autoregressive model
TVAR.LRtest             Test of linearity
TVAR.sim                Simulation and bootstrap of multivariate
                        Threshold Autoregressive model
TVECM                   Threshold Vector Error Correction model (VECM)
TVECM.HStest            Test of linear cointegration vs threshold
                        cointegration
TVECM.SeoTest           No cointegration vs threshold cointegration
                        test
TVECM.sim               Simulation and bootstrap of bivariate
                        VECM/TVECM
UsUnemp                 US unemployment series used in Caner and Hansen
                        (2001)
VAR.sim                 Simulation of VAR
VECM                    Estimation of Vector error correction model
                        (VECM) by EG or MLE
addRegime               addRegime test
autopairs               Bivariate time series plots
autotriples             Trivariate time series plots
autotriples.rgl         Interactive trivariate time series plots
availableModels         Available models
barry                   Time series of PPI used as example in Bierens
                        and Martins (2010)
delta                   delta test of conditional independence
delta.lin               delta test of linearity
extendBoot              extension of the bootstrap replications
getTh                   Extract threshold(s) coefficient
isLinear                isLinear
lineVar                 Multivariate linear models: VAR and VECM
llar                    Locally linear model
mse                     Mean Square Error
nlar-methods            nlar methods
nlarDialog              GUI to nlar
plot-methods            Plotting methods for SETAR and LSTAR subclasses
regime                  Extract variable showing regime
resVar                  Residual variance
selectLSTAR             Automatic selection of model hyper-parameters
selectSETAR             Automatic selection of SETAR hyper-parameters
setar.sim               Simulation and bootstrap of Threshold
                        Autoregressive model
setarTest               Test of linearity
sigmoid                 sigmoid functions
toLatex.setar           Latex representation of fitted setar models
tsDyn-package           Getting started with the tsDyn package
zeroyld                 zeroyld time series
