NONLINTSTMLTVAR: MATLAB function to perform nonlinearity tes

by Shapour Mohammadi
Output of the code includes the following nonlinearity tests: Terasvirta, Lin, and Granger(1993), Tsay, and Keenan This Matlab code has been
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Updated 12 Aug 2021
Output of the code includes the following nonlinearity tests: Terasvirta, Lin, and Granger(1993), Tsay, and Keenan This Matlab code has been used in S. Mohammadi(ASA Data Sci Journal, 2019).
MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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