gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean.

AuthorGenaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]
Date of publication2017-01-17 00:23:07
MaintainerGenaro Sucarrat <genaro.sucarrat@bi.no>
LicenseGPL (>= 2)
Version0.10
https://CRAN.R-project.org/package=gets, http://www.sucarrat.net/R/gets

View on CRAN

Files in this package

gets
gets/NAMESPACE
gets/NEWS
gets/data
gets/data/hpdata.rda
gets/R
gets/R/recursive.R gets/R/predict.isat.R gets/R/fitted.isat.R gets/R/periodicdummies.R gets/R/residuals.isat.R gets/R/plot.gets.R gets/R/isvarcor.R gets/R/plot.isat.R gets/R/isat.R gets/R/summary.arx.R gets/R/getsm.R gets/R/plot.arx.R gets/R/terminals.R gets/R/summary.gets.R gets/R/print.arx.R gets/R/sigma.isat.R gets/R/residuals.gets.R gets/R/eqwma.R gets/R/diagnostics.R gets/R/eviews.R gets/R/leqwma.R gets/R/coef.isat.R gets/R/fitted.gets.R gets/R/getsv.R gets/R/rsquared.R gets/R/vcov.arx.R gets/R/info.criterion.R gets/R/sigma.gets.R gets/R/residuals.arx.R gets/R/arx.R gets/R/print.gets.R gets/R/coef.gets.R gets/R/paths.R gets/R/dropvar.R gets/R/logLik.gets.R gets/R/summary.isat.R gets/R/print.isat.R gets/R/gets-internal.R gets/R/vcov.isat.R gets/R/tim.R gets/R/stata.R gets/R/sim.R gets/R/fitted.arx.R gets/R/isatvar.R gets/R/ols.R gets/R/logLik.isat.R gets/R/predict.arx.R gets/R/predict.gets.R gets/R/logLik.arx.R gets/R/sigma.arx.R gets/R/vcov.gets.R gets/R/isattest.R gets/R/isvareffcor.R gets/R/biascorr.R gets/R/coef.arx.R gets/R/iim.R
gets/MD5
gets/DESCRIPTION
gets/man
gets/man/arx.Rd gets/man/paths.Rd gets/man/getsm.Rd gets/man/recursive.Rd gets/man/periodicdummies.Rd gets/man/coef.arx.Rd gets/man/eviews.Rd gets/man/biascorr.Rd gets/man/dropvar.Rd gets/man/isvareffcor.Rd gets/man/isattest.Rd gets/man/info.criterion.Rd gets/man/hpdata.Rd gets/man/isatvar.Rd gets/man/eqwma.Rd gets/man/coef.isat.Rd gets/man/iim.Rd gets/man/isat.Rd gets/man/ols.Rd gets/man/gets-package.Rd gets/man/diagnostics.Rd gets/man/isvarcor.Rd gets/man/coef.gets.Rd

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