ForwardSearch: Forward Search using asymptotic theory

Share:

Forward Search analysis of time series regressions. Implements the asymptotic theory developed in Johansen and Nielsen (2013, 2014).

Author
Bent Nielsen
Date of publication
2014-09-10 13:56:09
Maintainer
Bent Nielsen <bent.nielsen@nuffield.ox.ac.uk>
License
GPL-3
Version
1.0
URLs

View on CRAN

Man pages

data.Fulton.fish
Fulton fish data
ForwardSearch.fit
Execute the Forward Search Algorithm.
ForwardSearch-package
Functions for Forward Search for regression models.
ForwardSearch.plot
Plots forward residuals with simultaneous confidence bands
ForwardSearch.pointwise.asymptotics
Functions for asymptotic theory of Forward Search
ForwardSearch.stopped
Forward estimators after m steps

Files in this package

ForwardSearch
ForwardSearch/COPYING
ForwardSearch/NAMESPACE
ForwardSearch/data
ForwardSearch/data/Fulton.txt.gz
ForwardSearch/data/Fulton.rda
ForwardSearch/R
ForwardSearch/R/ForwardSearch.r
ForwardSearch/MD5
ForwardSearch/DESCRIPTION
ForwardSearch/man
ForwardSearch/man/data.Fulton.fish.Rd
ForwardSearch/man/ForwardSearch.stopped.Rd
ForwardSearch/man/ForwardSearch.pointwise.asymptotics.Rd
ForwardSearch/man/ForwardSearch.plot.Rd
ForwardSearch/man/ForwardSearch.fit.Rd
ForwardSearch/man/ForwardSearch-package.Rd