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  "Title": "Nonlinear Time Series Models with Regime Switching",
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  "Date": "2026-08-03",
  "Authors@R": "c(person(\"Antonio Fabio\", \"Di Narzo\", role = \"aut\",\ncomment =c(ORCID=\"0000-0002-4033-5038\")),\nperson(\"Jose Luis\", \"Aznarte\", role = \"ctb\",\ncomment =c(ORCID=\"0000-0002-1636-244X\"),\nemail = \"jlaznarte@dia.uned.es\"),\nperson(\"Matthieu\", \"Stigler\", role = c(\"aut\",\"cre\"), email=\"Matthieu.Stigler@gmail.com\",\ncomment =c(ORCID=\"0000-0002-6802-4290\")))",
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    "accuracy_stat",
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    "autopairs",
    "autotriples",
    "autotriples.rgl",
    "availableModels",
    "BBCTest",
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    "coefB",
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    "computeGradient",
    "delta",
    "delta.lin",
    "delta.lin.test",
    "delta.test",
    "dsigmoid",
    "fevd",
    "getTh",
    "GIRF",
    "irf",
    "isLinear",
    "KapShinTest",
    "lags.select",
    "linear",
    "linear.boot",
    "linear.sim",
    "lineVar",
    "llar",
    "llar.fitted",
    "llar.predict",
    "lstar",
    "MakeThSpec",
    "MAPE",
    "mse",
    "nlar",
    "nnetTs",
    "plot_ECT",
    "predict_rolling",
    "rank.select",
    "rank.test",
    "regime",
    "resample_vec",
    "resVar",
    "selectLSTAR",
    "selectNNET",
    "selectSETAR",
    "setar",
    "setar.boot",
    "setar.sim",
    "setarTest",
    "sigmoid",
    "star",
    "tidy",
    "TVAR",
    "TVAR.boot",
    "TVAR.LRtest",
    "TVAR.sim",
    "TVECM",
    "TVECM.boot",
    "TVECM.HStest",
    "TVECM.SeoTest",
    "TVECM.sim",
    "VAR.boot",
    "VAR.sim",
    "VARrep",
    "VECM",
    "VECM_symbolic",
    "VECM.boot",
    "VECM.sim"
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      "title": "Time series of PPI used as example in 'Bierens and Martins (2010)'",
      "object": "barry",
      "class": [
        "mts",
        "ts"
      ],
      "fields": [
        "dolcan",
        "cpiUSA",
        "cpiCAN"
      ],
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      "table": true,
      "tojson": true
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      "title": "US monthly industrial production from Hansen (1999)",
      "object": "IIPUs",
      "class": [
        "ts"
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      "fields": [],
      "table": false,
      "tojson": true
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      "object": "m.unrate",
      "class": [
        "zoo"
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      "table": false,
      "tojson": false
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      "object": "setarTest_IIPUs_results",
      "class": [
        "list"
      ],
      "fields": [],
      "table": false,
      "tojson": false
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      "title": "US unemployment series used in 'Caner and Hansen (2001)'",
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      "class": [
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      ],
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      "table": false,
      "tojson": true
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      "title": "zeroyld time series",
      "object": "zeroyld",
      "class": [
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      ],
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        "long.run"
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      "table": true,
      "tojson": true
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      "title": "zeroyld time series",
      "object": "zeroyldMeta",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "Year",
        "Month",
        "short.run",
        "long.run"
      ],
      "rows": 482,
      "table": true,
      "tojson": true
    }
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    {
      "page": "tsDyn-package",
      "title": "Getting started with the tsDyn package",
      "topics": [
        "tsDyn-package",
        "tsDyn"
      ]
    },
    {
      "page": "aar",
      "title": "Additive nonlinear autoregressive model",
      "topics": [
        "AAR",
        "aar",
        "plot.aar",
        "print.aar",
        "summary.aar"
      ]
    },
    {
      "page": "accuracy_stat",
      "title": "Forecasting accuracy measures.",
      "topics": [
        "accuracy_stat",
        "accuracy_stat.default",
        "accuracy_stat.pred_roll"
      ]
    },
    {
      "page": "addRegime",
      "title": "addRegime test",
      "topics": [
        "addRegime"
      ]
    },
    {
      "page": "ar_mean",
      "title": "Long-term mean of an AR(p) process",
      "topics": [
        "ar_mean",
        "ar_mean.linear",
        "ar_mean.lstar",
        "ar_mean.setar"
      ]
    },
    {
      "page": "autopairs",
      "title": "Bivariate time series plots",
      "topics": [
        "autopairs"
      ]
    },
    {
      "page": "autotriples",
      "title": "Trivariate time series plots",
      "topics": [
        "autotriples"
      ]
    },
    {
      "page": "autotriples.rgl",
      "title": "Interactive trivariate time series plots",
      "topics": [
        "autotriples.rgl"
      ]
    },
    {
      "page": "availableModels",
      "title": "Available models",
      "topics": [
        "availableModels"
      ]
    },
    {
      "page": "barry",
      "title": "Time series of PPI used as example in 'Bierens and Martins (2010)'",
      "topics": [
        "barry"
      ]
    },
    {
      "page": "BBCTest",
      "title": "Test of unit root against SETAR alternative",
      "topics": [
        "BBCTest"
      ]
    },
    {
      "page": "charac_root",
      "title": "Characteristic roots of the AR coefficients",
      "topics": [
        "charac_root",
        "charac_root.nlar"
      ]
    },
    {
      "page": "coefB",
      "title": "Extract cointegration parameters A, B and PI",
      "topics": [
        "coefA",
        "coefA.ca.jo",
        "coefA.VECM",
        "coefB",
        "coefB.ca.jo",
        "coefB.VECM",
        "coefPI"
      ]
    },
    {
      "page": "delta",
      "title": "delta test of conditional independence",
      "topics": [
        "delta",
        "delta.test"
      ]
    },
    {
      "page": "delta.lin",
      "title": "delta test of linearity",
      "topics": [
        "delta.lin",
        "delta.lin.test"
      ]
    },
    {
      "page": "fevd.nlVar",
      "title": "Forecast Error Variance Decomposition",
      "topics": [
        "fevd.nlVar"
      ]
    },
    {
      "page": "fitted.nlVar",
      "title": "fitted method for objects of class nlVar, i.e. VAR and VECM models.",
      "topics": [
        "fitted",
        "fitted.nlVar"
      ]
    },
    {
      "page": "getTh",
      "title": "Extract threshold(s) coefficient",
      "topics": [
        "getTh",
        "getTh.default"
      ]
    },
    {
      "page": "GIRF",
      "title": "Generalized Impulse response Function (GIRF)",
      "topics": [
        "GIRF",
        "GIRF.linear",
        "GIRF.nlVar",
        "GIRF.setar",
        "plot.GIRF_df"
      ]
    },
    {
      "page": "IIPUs",
      "title": "US monthly industrial production from Hansen (1999)",
      "topics": [
        "IIPUs"
      ]
    },
    {
      "page": "irf.nlVar",
      "title": "Impulse response function",
      "topics": [
        "irf.ar",
        "irf.linear",
        "irf.nlVar",
        "irf.setar",
        "irf.TVAR",
        "irf.TVECM",
        "irf.VAR",
        "irf.VECM"
      ]
    },
    {
      "page": "isLinear",
      "title": "isLinear",
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