Man pages for BAYSTAR
On Bayesian analysis of Threshold autoregressive model (BAYSTAR)

BAYSTARThreshold Autoregressive model: Bayesian approach
TAR.coeffEstimate AR coefficients
TAR.lagdIdentification of lag order of threshold variable
TAR.likLog-likelihood function
TAR.sigmaTo draw the variance of error distribution.
TAR.simuSimulated data from TAR model
TAR.summaryCalculate summary statistics for all parameters
TAR.thresTo draw a threshold value.
unemployrateU.S. monthly civilian unemployment rate
BAYSTAR documentation built on May 29, 2017, 3:47 p.m.