nonlinear time series analysis

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Article #723

#723

From: mitchllj
Date: Mon, 23 Nov 1992 15:20

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I'm looking for implementations of two nonlinear time series analysis 
models - the Threshold autoregression (TAR) model and the bilinear model. 

I'm particularly interested in implementations for Splus, but enquiries 
seem to suggest that none exist. Maybe you know better...

I'll summarise and post any useful info.

John Mitchell,
Trinity College Dublin,
Ireland.
-----------------------------
mitchllj@vax1.tcd.ie

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From: mitchllj@vax1.tcd.ie
Subject: nonlinear time series analysis
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Date: Mon, 23 Nov 1992 15:20:19 GMT
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