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MatthieuStiglerMatthieuStigler
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regime: add in tests
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‎tests/00SetarAndFriends.R

+24-2
Original file line numberDiff line numberDiff line change
@@ -13,8 +13,18 @@ setar(lynx,m=2, th=1426,trace=TRUE,thDelay=1)
1313
setar(lynx,m=2, th=c(600,1426),trace=TRUE)
1414
setar(lynx,m=2, trace=TRUE,nthresh=1)
1515
setar(lynx,m=2, trace=TRUE,nthresh=2, trim=0.05)
16-
a<-setar(lynx,m=2)
17-
deviance(a)
16+
17+
mod.set<-setar(lynx,m=2)
18+
deviance(mod.set)
19+
AIC(mod.set)
20+
residuals(mod.set)
21+
fitted(mod.set)
22+
coef(mod.set)
23+
regime(mod.set)
24+
regime(mod.set, initVal=FALSE)
25+
regime(mod.set, time=FALSE)
26+
regime(mod.set, time=FALSE, initVal=FALSE)
27+
1828

1929
###SelectSetar
2030
selectSETAR(lynx, m=2, d=1, trace=TRUE, include = "const", common="none", model="TAR", nthresh=1,trim=0.15,criterion = "SSR",thSteps = 7, plot=FALSE,max.iter=2)
@@ -50,6 +60,11 @@ tail(residuals(tvar))
5060
head(fitted(tvar))
5161
tail(fitted(tvar))
5262

63+
regime(tvar)
64+
regime(tvar, initVal=FALSE)
65+
regime(tvar, time=FALSE)
66+
regime(tvar, time=FALSE, initVal=FALSE)
67+
5368

5469
##FIXME
5570
options(show.signif.stars=TRUE)
@@ -86,6 +101,13 @@ head(fitted(tvecm))
86101
tail(fitted(tvecm))
87102
summary(tvecm)
88103

104+
regime(tvecm)
105+
regime(tvecm, initVal=FALSE)
106+
regime(tvecm, time=FALSE)
107+
regime(tvecm, time=FALSE, initVal=FALSE)
108+
109+
110+
89111
toLatex(tvecm)
90112
options(show.signif.stars=FALSE)
91113
toLatex(summary(tvecm))

‎tests/00SetarAndFriends.Rout.save

+190-3
Original file line numberDiff line numberDiff line change
@@ -217,12 +217,103 @@ Threshold:
217217
Proportion of points in low regime: 58.93% Middle regime: 28.57% High regime: 12.5%
218218
Warning message:
219219
Possible unit root in the low regime. Roots are: 0.4681 5.0788
220-
> a<-setar(lynx,m=2)
220+
>
221+
> mod.set<-setar(lynx,m=2)
221222
Warning message:
222223
Possible unit root in the low regime. Roots are: 0.4681 5.0788
223-
> deviance(a)
224+
> deviance(mod.set)
224225
[,1]
225226
[1,] 67408458
227+
> AIC(mod.set)
228+
[1] 1529.069
229+
> residuals(mod.set)
230+
Time Series:
231+
Start = 1821
232+
End = 1934
233+
Frequency = 1
234+
[1] NA NA -48.334389 -356.398640 -308.621925
235+
[6] 462.089426 611.889756 2469.789611 194.307104 353.217749
236+
[11] 40.076532 -35.854751 177.779287 -106.625012 -162.096294
237+
[16] 1450.559733 -862.435213 835.902133 -1208.231675 -431.124613
238+
[21] -33.600473 -132.823852 28.966801 75.721242 80.097116
239+
[26] -148.833806 -48.986302 -385.551454 -1576.277335 -802.660949
240+
[31] -60.279510 -500.291493 -3.932011 -11.831681 86.373876
241+
[36] 92.021530 -223.931449 -321.824234 -863.327375 -403.120907
242+
[41] -171.453963 -177.403452 82.100413 440.627116 560.866346
243+
[46] 3003.093961 -1771.815128 -232.815647 443.878500 169.463842
244+
[51] -635.852655 150.145353 -82.121135 -871.712286 218.685511
245+
[56] -1145.830623 -527.799227 -862.584958 -176.170166 -111.745286
246+
[61] 21.708570 -259.456108 524.554727 -240.086349 1546.040795
247+
[66] -1494.814417 -410.106973 224.019224 34.745038 -8.842103
248+
[71] -36.473689 73.401490 -34.361097 493.943275 1177.660470
249+
[76] -1220.260279 -1536.302071 207.945861 157.366583 76.645050
250+
[81] -78.108920 -296.263143 736.915868 2877.832238 119.543821
251+
[86] 924.713189 1093.738874 -221.986570 351.764615 64.313322
252+
[91] -334.020707 -183.034046 532.099556 -328.700370 1112.115402
253+
[96] 1501.717379 -2533.437252 105.046434 176.953675 -42.133945
254+
[101] 13.118914 -87.408000 299.860224 -38.791675 409.542465
255+
[106] -457.232982 -340.694848 -363.171545 -100.285905 -244.603071
256+
[111] -338.066847 -462.203756 273.734606 336.451932
257+
> fitted(mod.set)
258+
Time Series:
259+
Start = 1821
260+
End = 1934
261+
Frequency = 1
262+
[1] NA NA 633.334389 1227.398640 1783.621925 2358.910574
263+
[7] 3316.110244 3473.210389 4755.692896 2223.782251 482.923468 133.854751
264+
[13] 6.220713 385.625012 571.096294 834.440267 3547.435213 2573.097867
265+
[19] 3032.231675 840.124613 184.600473 177.823852 39.033199 137.278758
266+
[25] 465.902884 1181.833806 2177.986302 2921.551454 2533.277335 1163.660949
267+
[31] 437.279510 725.291493 363.932011 742.831681 1551.626124 2632.978470
268+
[37] 3094.931449 2440.824234 1547.327375 702.120907 407.453963 422.403452
269+
[43] 469.899587 1182.372884 2750.133654 3717.906039 6025.815128 919.815647
270+
[49] -188.878500 303.536158 993.852655 633.854647 1676.121135 2547.712286
271+
[55] 2032.314489 2571.830623 1283.799227 1161.584958 377.170166 340.745286
272+
[61] 447.291430 995.456108 1517.445273 3051.086349 2884.959205 4005.814417
273+
[67] 799.106973 -151.019224 4.254962 57.842103 95.473689 114.598510
274+
[73] 411.361097 798.056725 2853.339530 4715.260279 2123.302071 -102.945861
275+
[79] -4.366583 310.354950 836.108920 1603.263143 2728.084132 4113.167762
276+
[85] 6193.456179 2869.286811 742.261126 566.986570 30.235385 743.686678
277+
[91] 1722.020707 2896.034046 3267.900444 3419.700370 1872.884598 2288.282621
278+
[97] 3207.437252 -24.046434 -96.953675 150.133945 215.881086 486.408000
279+
[103] 832.139776 2470.791675 3164.457535 3392.232982 1877.694848 892.171545
280+
[109] 585.285905 906.603071 1338.066847 2052.203756 2383.265394 3059.548068
281+
> coef(mod.set)
282+
const L phiL.1 phiL.2 const H phiH.1 phiH.2
283+
-2.4440208 2.3330905 -0.4206083 1465.1336611 1.0441036 -0.7419930
284+
th
285+
1388.0000000
286+
> regime(mod.set)
287+
Time Series:
288+
Start = 1821
289+
End = 1934
290+
Frequency = 1
291+
[1] NA NA 1 1 1 2 2 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1 1 1 1
292+
[26] 1 1 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1
293+
[51] 1 1 1 2 2 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 1
294+
[76] 2 2 1 1 1 1 1 1 2 2 2 2 2 1 1 1 1 2 2 2 2 2 1 1 1
295+
[101] 1 1 1 1 2 2 2 2 1 1 1 1 2 2
296+
> regime(mod.set, initVal=FALSE)
297+
Time Series:
298+
Start = 1823
299+
End = 1934
300+
Frequency = 1
301+
[1] 1 1 1 2 2 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 2 2 1 1 1 1 1 1 2 2 2 2
302+
[38] 1 1 1 1 1 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 1 2
303+
[75] 2 1 1 1 1 1 1 2 2 2 2 2 1 1 1 1 2 2 2 2 2 1 1 1 1 1 1 1 2 2 2 2 1 1 1 1 2
304+
[112] 2
305+
> regime(mod.set, time=FALSE)
306+
[1] NA NA 1 1 1 2 2 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1 1 1 1
307+
[26] 1 1 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1
308+
[51] 1 1 1 2 2 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 1
309+
[76] 2 2 1 1 1 1 1 1 2 2 2 2 2 1 1 1 1 2 2 2 2 2 1 1 1
310+
[101] 1 1 1 1 2 2 2 2 1 1 1 1 2 2
311+
> regime(mod.set, time=FALSE, initVal=FALSE)
312+
[1] 1 1 1 2 2 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 2 2 1 1 1 1 1 1 2 2 2 2
313+
[38] 1 1 1 1 1 2 2 2 2 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 1 2
314+
[75] 2 1 1 1 1 1 1 2 2 2 2 2 1 1 1 1 2 2 2 2 2 1 1 1 1 1 1 1 2 2 2 2 1 1 1 1 2
315+
[112] 2
316+
>
226317
>
227318
> ###SelectSetar
228319
> selectSETAR(lynx, m=2, d=1, trace=TRUE, include = "const", common="none", model="TAR", nthresh=1,trim=0.15,criterion = "SSR",thSteps = 7, plot=FALSE,max.iter=2)
@@ -601,6 +692,27 @@ long.run 1.679343 1.553736 1.396517 1.350065 1.343899 2.767290 3.306703
601692
short.run 3.847545 3.776640 3.775173 3.812762 3.950920 3.875393 3.883139
602693
long.run 3.463008 3.284285 3.479202 3.359551 3.464675 3.438463 3.595674
603694
>
695+
> regime(tvar)
696+
[1] NA NA 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
697+
[26] 1 1 1 1 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
698+
[51] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 3 3 3 2 2
699+
[76] 2 3 3 3 3 3 3 3 2 1 2 1 1 1 1 1 2 3 3 3 3 3 3 3 3
700+
> regime(tvar, initVal=FALSE)
701+
[1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 1 1 1 1 1 1 1 1 1 1
702+
[39] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 3 3 3 2 2 2 3 3
703+
[77] 3 3 3 3 3 2 1 2 1 1 1 1 1 2 3 3 3 3 3 3 3 3
704+
attr(,"tsp")
705+
[1] 3 100 1
706+
> regime(tvar, time=FALSE)
707+
[1] NA NA 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
708+
[26] 1 1 1 1 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
709+
[51] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 3 3 3 2 2
710+
[76] 2 3 3 3 3 3 3 3 2 1 2 1 1 1 1 1 2 3 3 3 3 3 3 3 3
711+
> regime(tvar, time=FALSE, initVal=FALSE)
712+
[1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 1 1 1 1 1 1 1 1 1 1
713+
[39] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 3 3 3 2 2 2 3 3
714+
[77] 3 3 3 3 3 2 1 2 1 1 1 1 1 2 3 3 3 3 3 3 3 3
715+
>
604716
>
605717
> ##FIXME
606718
> options(show.signif.stars=TRUE)
@@ -930,6 +1042,81 @@ Equation long.run -0.0316(0.7878)
9301042
Threshold
9311043
Values: -1.414 0.643
9321044
Percentage of Observations in each regime 6.7% 52.9% 40.4%>
1045+
> regime(tvecm)
1046+
[1] NA NA 2 2 2 3 2 2 2 2 2 3 2 2 3 3 2 2 2 2 2 2 2 2 2
1047+
[26] 2 2 2 2 2 2 2 3 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1048+
[51] 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1049+
[76] 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2
1050+
[101] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 3 2 3 3
1051+
[126] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 3 3 3 3 3 3 3 3 3 3
1052+
[151] 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1053+
[176] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 2 2
1054+
[201] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1 1 1
1055+
[226] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 3 2
1056+
[251] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2 2 2 1 1 2 2
1057+
[276] 2 2 2 2 2 1 2 2 2 1 2 2 2 2 3 3 3 3 3 2 2 2 2 3 3
1058+
[301] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2
1059+
[326] 2 2 2 2 2 2 2 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1
1060+
[351] 1 1 2 3 3 3 2 2 1 1 1 1 1 2 1 1 1 1 1 1 2 3 2 2 2
1061+
[376] 2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1062+
[401] 3 3 3 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2
1063+
[426] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1064+
[451] 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1065+
[476] 2 3 3 3 2 3 3
1066+
> regime(tvecm, initVal=FALSE)
1067+
[1] 2 2 2 3 2 2 2 2 2 3 2 2 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 2 3 3 3 3 3
1068+
[38] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1069+
[75] 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1070+
[112] 2 3 3 3 3 3 3 3 3 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 3 3 3 3 3 3 3 3 3 3
1071+
[149] 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1072+
[186] 2 2 2 2 2 2 2 2 2 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1 1
1073+
[223] 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 3 2 3 3 3 3 3 3 3 3 3 3 3
1074+
[260] 3 3 3 2 2 2 2 2 2 2 1 1 2 2 2 2 2 2 2 1 2 2 2 1 2 2 2 2 3 3 3 3 3 2 2 2 2
1075+
[297] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1
1076+
[334] 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 1 2 3 3 3 2 2 1 1 1 1 1 2 1 1 1 1 1 1 2 3
1077+
[371] 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 3 3 3
1078+
[408] 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1079+
[445] 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 2 3 3
1080+
attr(,"tsp")
1081+
[1] 3 482 1
1082+
> regime(tvecm, time=FALSE)
1083+
[1] NA NA 2 2 2 3 2 2 2 2 2 3 2 2 3 3 2 2 2 2 2 2 2 2 2
1084+
[26] 2 2 2 2 2 2 2 3 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1085+
[51] 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1086+
[76] 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2
1087+
[101] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 3 2 3 3
1088+
[126] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 3 3 3 3 3 3 3 3 3 3
1089+
[151] 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1090+
[176] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 2 2
1091+
[201] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1 1 1
1092+
[226] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 3 2
1093+
[251] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2 2 2 1 1 2 2
1094+
[276] 2 2 2 2 2 1 2 2 2 1 2 2 2 2 3 3 3 3 3 2 2 2 2 3 3
1095+
[301] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2
1096+
[326] 2 2 2 2 2 2 2 2 2 1 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1
1097+
[351] 1 1 2 3 3 3 2 2 1 1 1 1 1 2 1 1 1 1 1 1 2 3 2 2 2
1098+
[376] 2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1099+
[401] 3 3 3 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2
1100+
[426] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1101+
[451] 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1102+
[476] 2 3 3 3 2 3 3
1103+
> regime(tvecm, time=FALSE, initVal=FALSE)
1104+
[1] 2 2 2 3 2 2 2 2 2 3 2 2 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 2 3 3 3 3 3
1105+
[38] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1106+
[75] 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1107+
[112] 2 3 3 3 3 3 3 3 3 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 3 3 3 3 3 3 3 3 3 3
1108+
[149] 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1109+
[186] 2 2 2 2 2 2 2 2 2 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1 1
1110+
[223] 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 2 2 3 2 3 3 3 3 3 3 3 3 3 3 3
1111+
[260] 3 3 3 2 2 2 2 2 2 2 1 1 2 2 2 2 2 2 2 1 2 2 2 1 2 2 2 2 3 3 3 3 3 2 2 2 2
1112+
[297] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 1
1113+
[334] 1 1 1 1 1 2 2 2 2 1 1 1 1 1 1 1 1 2 3 3 3 2 2 1 1 1 1 1 2 1 1 1 1 1 1 2 3
1114+
[371] 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 3 3 3
1115+
[408] 3 3 3 3 3 3 3 3 3 3 3 3 3 2 2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
1116+
[445] 3 3 3 3 3 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3 3 2 3 3
1117+
>
1118+
>
1119+
>
9331120
> toLatex(tvecm)
9341121
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
9351122
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
@@ -1250,4 +1437,4 @@ Equation long.run 0.0667(0.0684) -0.0273(0.1185) -0.0702(0.0672)
12501437
>
12511438
> proc.time()
12521439
user system elapsed
1253-
5.240 0.080 5.323
1440+
5.390 0.070 5.506

‎tests/regime.R

+28
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,28 @@
1+
library(tsDyn)
2+
3+
mod.set <- setar(lynx,m=2)
4+
5+
regime(mod.set)
6+
regime(mod.set, initVal=FALSE)
7+
regime(mod.set, time=FALSE)
8+
regime(mod.set, time=FALSE, initVal=FALSE)
9+
plot(regime(mod.set))
10+
11+
data(barry)
12+
mod.tv <- TVAR(barry[,1:2], lag=2, nthresh=2, thDelay=1, trim=0.1, mTh=1, plot=TRUE)
13+
14+
regime(mod.tv)
15+
regime(mod.tv, initVal=FALSE)
16+
regime(mod.tv, time=FALSE)
17+
regime(mod.tv, time=FALSE, initVal=FALSE)
18+
plot(regime(mod.tv))
19+
20+
21+
22+
mod.tvecm <-TVECM(barry[,1:2], nthresh=2,lag=1, ngridBeta=20, ngridTh=30,trim=0.05, common="All")
23+
24+
regime(mod.tvecm)
25+
regime(mod.tvecm, initVal=FALSE)
26+
regime(mod.tvecm, time=FALSE)
27+
regime(mod.tvecm, time=FALSE, initVal=FALSE)
28+
plot(regime(mod.tvecm))

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