Chapter 8: Time-Reversibility
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Computer Codes
Examples: Section 8.2 and Application: Chen-TR.zip Copula-based-TR-test.zip Ramsey-Rothman.zip Rever2.zip Exercise: Exercise_8-6.r Figures Figures-Chapter-8-exercises.zip Figures-Chapter-8-exercises-jpg.zip |
(G code) (M code) (F code) To execute the programs, rename the files with the extension ... .exe.txt. (C source code and a Linux/Windows executable) (R code) (EPS format) (JPEG format) |
Links to Websites with Supplementary Material
The kernel-based TR test in the file rever2.zip can also be downloaded from Cees Diks' website. The program uses the block method described in: Diks (1999). Nonlinear Time Series Analysis: Methods and Applications, Vol. 4 in the series "Nonlinear Time Series and Chaos", H. Tong (Ed.), World Scientific, Singapore. ISBN: 9810235054.
The kernel-based TR test in the file rever2.zip can also be downloaded from Cees Diks' website. The program uses the block method described in: Diks (1999). Nonlinear Time Series Analysis: Methods and Applications, Vol. 4 in the series "Nonlinear Time Series and Chaos", H. Tong (Ed.), World Scientific, Singapore. ISBN: 9810235054.