Man pages for MARX
Simulation, Estimation and Selection of MARX Models

aicThe Akaike information criterion (AIC) function
arx.lsThe ARX estimation by OLS function
bicThe Bayesian/Schwarz information criterion (BIC) function
commodityData: Monthly growth rates of commodity prices, exchange rate...
hqThe Hannan-Quinn (HQ) information criterion function
inferenceAsymptotic inference for the MARX function
ll.maxThe value of the t-log-likelihood for MARX function
marxThe MARX function
marx.tThe estimation of the MARX model by t-MLE function
mixedThe MARX estimation function
pseudoThe pseudo-causal model function
regressor.matrixThe regressor matrix function
selection.lagThe model selection for pseudo-ARX function
selection.lag.leadThe lag-lead model selection for MARX function
sim.marxThe simulation of MARX processes
MARX documentation built on June 20, 2017, 9:11 a.m.