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.

Author | Genaro Sucarrat |

Date of publication | 2015-03-27 23:49:39 |

Maintainer | Genaro Sucarrat <genaro.sucarrat@bi.no> |

License | GPL-2 |

Version | 1.5 |

**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

AutoSEARCH

AutoSEARCH/NAMESPACE

AutoSEARCH/NEWS

AutoSEARCH/R

AutoSEARCH/R/gedestp.R
AutoSEARCH/R/skewness.test.R
AutoSEARCH/R/ols.fit1.R
AutoSEARCH/R/eqwma.R
AutoSEARCH/R/AutoSEARCH-internal.R
AutoSEARCH/R/gets.mean.R
AutoSEARCH/R/leqwma.R
AutoSEARCH/R/gLog.ep.R
AutoSEARCH/R/gLag.R
AutoSEARCH/R/info.criterion.R
AutoSEARCH/R/gets.vol.R
AutoSEARCH/R/ols.fit2.R
AutoSEARCH/R/sm.R
AutoSEARCH/R/jb.test.R
AutoSEARCH/R/regs.vol.sm.R
AutoSEARCH/R/gedlogl.R
AutoSEARCH/R/regs.mean.sm.R
AutoSEARCH/MD5

AutoSEARCH/DESCRIPTION

AutoSEARCH/man

AutoSEARCH/man/info.criterion.Rd
AutoSEARCH/man/regs.vol.sm.Rd
AutoSEARCH/man/eqwma.Rd
AutoSEARCH/man/jb.test.Rd
AutoSEARCH/man/gedestp.Rd
AutoSEARCH/man/skewness.test.Rd
AutoSEARCH/man/gLag.Rd
AutoSEARCH/man/ols.fit1.Rd
AutoSEARCH/man/AutoSEARCH-package.Rd
AutoSEARCH/man/gets.mean.Rd
AutoSEARCH/man/regs.mean.sm.Rd
AutoSEARCH/man/sm.Rd
AutoSEARCH/man/gLog.ep.Rd
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