Man pages for TAR
Bayesian Modeling of Autoregressive Threshold Time Series Models
| ARorder.lognorm | Identify the autoregressive orders for a log-normal TAR model... |
| ARorder.norm | Identify the autoregressive orders for a Gaussian TAR model... |
| LS.lognorm | Estimate a log-normal TAR model using Least Square method... |
| LS.norm | Estimate a Gaussian TAR model using Least Square method given... |
| Param.lognorm | Estimate a TAR model using Gibbs Sampler given the structural... |
| Param.norm | Estimate a Gaussian TAR model using Gibbs Sampler given the... |
| reg.thr.lognorm | Identify the number of regimes and the corresponding... |
| reg.thr.norm | Identify the number of regimes and the corresponding... |
| simu.tar.lognorm | Simulate a series from a log-normal TAR model with Gaussian... |
| simu.tar.norm | Simulate a series from a TAR model with Gaussian distributed... |
