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Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
Package details |
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Author | Leopoldo Catania [aut, cre] (<https://orcid.org/0000-0002-0981-1921>), David Ardia [ctb] (<https://orcid.org/0000-0003-2823-782X>), Kris Boudt [ctb] (<https://orcid.org/0000-0002-1000-5142>) |
Maintainer | Leopoldo Catania <leopoldo.catania@econ.au.dk> |
License | GPL-3 |
Version | 0.3.4.1 |
URL | https://github.com/LeopoldoCatania/GAS |
Package repository | View on CRAN |
Installation |
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