AutoSEARCH: General-to-Specific (GETS) Modelling
Version 1.5

General-to-Specific (GETS) modelling of the mean and variance of a regression. NOTE: The package has been succeeded by gets, also available on the CRAN, which is more user-friendly, faster and easier to extend. Users are therefore encouraged to consider gets instead.

AuthorGenaro Sucarrat
Date of publication2015-03-27 23:49:39
MaintainerGenaro Sucarrat <genaro.sucarrat@bi.no>
LicenseGPL-2
Version1.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("AutoSEARCH")

Getting started

Package overview

Popular man pages

AutoSEARCH-package: General-to-Specific (GETS) Modelling
gLog.ep: Adjust for zero values and compute log(abs(e)^p)
info.criterion: Computes the Value of an Information Criterion
jb.test: Jarque-Bera test for normality
regs.vol.sm: Create the regressors of a log-ARCH-X model
skewness.test: Chi-squared test for skewness in the standardised residuals
sm: Estimate an AR-X Model with Log-ARCH-X Errors
See all...

All man pages Function index File listing

Man pages

AutoSEARCH-package: General-to-Specific (GETS) Modelling
eqwma: Equally Weighted Moving Average (EqWMA) of the pth....
gedestp: Estimate and compute log-likelihood of the standardised...
gets.mean: General-to-Specific (GETS) Modelling of an AR-X model with...
gLag: Lag a series
gLog.ep: Adjust for zero values and compute log(abs(e)^p)
info.criterion: Computes the Value of an Information Criterion
jb.test: Jarque-Bera test for normality
ols.fit1: Fast and accurate OLS estimation by means of QR decomposition
regs.mean.sm: Create the regressors of an AR-X model
regs.vol.sm: Create the regressors of a log-ARCH-X model
skewness.test: Chi-squared test for skewness in the standardised residuals
sm: Estimate an AR-X Model with Log-ARCH-X Errors

Functions

Files

NAMESPACE
NEWS
R
R/gedestp.R
R/skewness.test.R
R/ols.fit1.R
R/eqwma.R
R/AutoSEARCH-internal.R
R/gets.mean.R
R/leqwma.R
R/gLog.ep.R
R/gLag.R
R/info.criterion.R
R/gets.vol.R
R/ols.fit2.R
R/sm.R
R/jb.test.R
R/regs.vol.sm.R
R/gedlogl.R
R/regs.mean.sm.R
MD5
DESCRIPTION
man
man/info.criterion.Rd
man/regs.vol.sm.Rd
man/eqwma.Rd
man/jb.test.Rd
man/gedestp.Rd
man/skewness.test.Rd
man/gLag.Rd
man/ols.fit1.Rd
man/AutoSEARCH-package.Rd
man/gets.mean.Rd
man/regs.mean.sm.Rd
man/sm.Rd
man/gLog.ep.Rd
AutoSEARCH documentation built on May 19, 2017, 11:22 a.m.

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