Man pages for AutoSEARCH
General-to-Specific (GETS) Modelling

AutoSEARCH-packageGeneral-to-Specific (GETS) Modelling
eqwmaEqually Weighted Moving Average (EqWMA) of the pth....
gedestpEstimate and compute log-likelihood of the standardised...
gets.meanGeneral-to-Specific (GETS) Modelling of an AR-X model with...
gLagLag a series
gLog.epAdjust for zero values and compute log(abs(e)^p)
info.criterionComputes the Value of an Information Criterion
jb.testJarque-Bera test for normality
ols.fit1Fast and accurate OLS estimation by means of QR decomposition
regs.mean.smCreate the regressors of an AR-X model
regs.vol.smCreate the regressors of a log-ARCH-X model
skewness.testChi-squared test for skewness in the standardised residuals
smEstimate an AR-X Model with Log-ARCH-X Errors
AutoSEARCH documentation built on May 1, 2019, 10:31 p.m.