Man pages for BAYSTAR
On Bayesian Analysis of Threshold Autoregressive Models
| BAYSTAR | Threshold Autoregressive model: Bayesian approach |
| TAR.coeff | Estimate AR coefficients |
| TAR.lagd | Identification of lag order of threshold variable |
| TAR.lik | Log-likelihood function |
| TAR.sigma | To draw the variance of error distribution. |
| TAR.simu | Simulated data from TAR model |
| TAR.summary | Calculate summary statistics for all parameters |
| TAR.thres | To draw a threshold value. |
| unemployrate | U.S. monthly civilian unemployment rate |
