ACMx                    Estimation of Autoregressive Conditional Mean
                        Models
F.test                  F Test for Nonlinearity
F_test_cfar             F Test for a CFAR Process
F_test_cfarh            F Test for a CFAR Process with
                        Heteroscedasticity and Irregular Observation
                        Locations
MSM.sim                 Generate Univariate 2-regime Markov Switching
                        Models
PRnd                    ND Test
Tsay                    Tsay Test for Nonlinearity
backTAR                 Backtest for Univariate TAR Models
backtest                Backtest
est_cfar                Estimation of a CFAR Process
est_cfarh               Estimation of a CFAR Process with
                        Heteroscedasticity and Irregualar Observation
                        Locations
g_cfar                  Generate a CFAR Process
g_cfar1                 Generate a CFAR(1) Process
g_cfar2                 Generate a CFAR(2) Process
g_cfar2h                Generate a CFAR(2) Process with
                        Heteroscedasticity and Irregular Observation
                        Locations
hfDummy                 Create Dummy Variables for High-Frequency
                        Intraday Seasonality
mTAR                    Estimation of a Multivariate Two-Regime SETAR
                        Model
mTAR.est                Estimation of Multivariate TAR Models
mTAR.pred               Prediction of A Fitted Multivariate TAR Model
mTAR.sim                Generate Two-Regime (TAR) Models
p_cfar                  Prediction of CFAR Processes
p_cfar_part             Partial Curve Prediction of CFAR Processes
rankQ                   Rank-Based Portmanteau Tests
rcAR                    Estimating of Random-Coefficient AR Models
ref.mTAR                Refine A Fitted 2-Regime Multivariate TAR Model
thr.test                Threshold Nonlinearity Test
tvAR                    Estimate Time-Varying Coefficient AR Models
tvARFiSm                Filtering and Smoothing for Time-Varying AR
                        Models
uTAR                    Estimation of a Univariate Two-Regime SETAR
                        Model
uTAR.est                General Estimation of TAR Models
uTAR.pred               Prediction of A Fitted Univariate TAR Model
uTAR.sim                Generate Univariate SETAR Models
