Homepage: Jan G. De Gooijer

  • Home
  • Publications
  • Springer Book
    • Table of Content
    • Chapter 1
    • Chapter 2
    • Chapter 3
    • Chapter 4
    • Chapter 5
    • Chapter 6
    • Chapter 7
    • Chapter 8
    • Chapter 9
    • Chapter 10
    • Chapter 11
    • Chapter 12
    • Errata
    • Reviews
  • DATA SETS
  • CONTACT
  • Home
  • Publications
  • Springer Book
    • Table of Content
    • Chapter 1
    • Chapter 2
    • Chapter 3
    • Chapter 4
    • Chapter 5
    • Chapter 6
    • Chapter 7
    • Chapter 8
    • Chapter 9
    • Chapter 10
    • Chapter 11
    • Chapter 12
    • Errata
    • Reviews
  • DATA SETS
  • CONTACT
Picture

Chapter 8: Time-Reversibility

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  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.​​
Last modified: June 2023

Copyright ©2023 Jan G. De Gooijer, All Rights Reserved