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Status: Open.

#57 In MatthieuStigler/tsDyn;

· Beliavsky opened on Nov 2, 2024

Two-regime Bounce-Back Function augmented Self-Exciting Threshold AutoRegression (SETAR) model

Status: Open.

#54 In MatthieuStigler/tsDyn;

· p-wegmueller opened on Dec 13, 2023

Incorrect Wild bootstrap overall

bug

Status: Open.

#53 In MatthieuStigler/tsDyn;

· FinYang opened on Nov 25, 2023

tidy for irf

feature-requestAsking for a new featureAsking for a new feature

Status: Open.

#52 In MatthieuStigler/tsDyn;

· MatthieuStigler opened on Oct 5, 2023

TVAR.LRtest function is only working for "1vs" but not for "2vs3"

bug

Status: Open.

#51 In MatthieuStigler/tsDyn;

· yasmine131119 opened on Apr 27, 2023

tsDyn should not suggest whole tidyverse

feature-requestAsking for a new featureAsking for a new feature

Status: Open.

#48 In MatthieuStigler/tsDyn;

· MatthieuStigler opened on Feb 15, 2023

 ·  

Next Release

TVAR.sim/boot: allow for external threshold variable <code>thVar</code>

feature-requestAsking for a new featureAsking for a new feature

Status: Open.

#46 In MatthieuStigler/tsDyn;

· MatthieuStigler opened on Oct 16, 2022

GIRF: add regime-specific option

feature-requestAsking for a new featureAsking for a new feature

Status: Open.

#45 In MatthieuStigler/tsDyn;

· MatthieuStigler opened on Oct 5, 2022

SETAR predict not working with "none"

bug

Status: Open.

#43 In MatthieuStigler/tsDyn;

· Fatafim opened on May 29, 2022

TVECM does not work with two threshold values

bug

Status: Open.

#42 In MatthieuStigler/tsDyn;

· Justinxi opened on May 26, 2022

Setar command: specification of levels and first differences

Status: Open.

#40 In MatthieuStigler/tsDyn;

· LukasWiechers opened on Mar 15, 2022

VECM.sim starting values

bug

Status: Open.

#34 In MatthieuStigler/tsDyn;

· gergelybat opened on Oct 22, 2021