MARX: Simulation, Estimation, Model Selection and Forecasting for MARX Models
Version 0.2

Simulate, estimate (by t-MLE), select and forecast mixed causal-noncausal autoregressive models with possibly exogenous regressors, using methods proposed in Lanne and Saikkonen (2011) and Hecq et al. (2016) .

Getting started

Package details

AuthorSean Telg [aut, cre, cph], Alain Hecq [ctb], Lenard Lieb [ctb]
Date of publication2018-04-24 18:44:32 UTC
MaintainerSean Telg <[email protected]>
Package repositoryView on CRAN
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MARX documentation built on April 25, 2018, 1:04 a.m.