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1 total messages Started by mitchllj Mon, 23 Nov 1992 15:20
nonlinear time series analysis
#723
Author: mitchllj
Date: Mon, 23 Nov 1992 15:20
13 lines
824 bytes
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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