Man pages for MARX
Simulation, Estimation, Model Selection and Forecasting for 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...
companion.formCompanion form function
compute.MACoefficients of the moving average representation function
forecast.marxForecasting function for the MARX model
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 April 25, 2018, 1:04 a.m.