Man pages for MARX
Simulation, Estimation, Model Selection and Forecasting for MARX Models
| aic | The Akaike information criterion (AIC) function |
| arx.ls | The ARX estimation by OLS function |
| bic | The Bayesian/Schwarz information criterion (BIC) function |
| commodity | Data: Monthly growth rates of commodity prices, exchange rate... |
| companion.form | Companion form function |
| compute.MA | Coefficients of the moving average representation function |
| forecast.marx | Forecasting function for the MARX model |
| hq | The Hannan-Quinn (HQ) information criterion function |
| inference | Asymptotic inference for the MARX function |
| ll.max | The value of the t-log-likelihood for MARX function |
| marx | The MARX function |
| marx.t | The estimation of the MARX model by t-MLE function |
| mixed | The MARX estimation function |
| pseudo | The pseudo-causal model function |
| regressor.matrix | The regressor matrix function |
| selection.lag | The model selection for pseudo-ARX function |
| selection.lag.lead | The lag-lead model selection for MARX function |
| sim.marx | The simulation of MARX processes |
