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

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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.

Author
Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut]
Date of publication
2016-10-03 22:45:04
Maintainer
Genaro Sucarrat <genaro.sucarrat@bi.no>
License
GPL (>= 2)
Version
0.9
URLs

View on CRAN

Man pages

arx
Estimate an AR-X model with log-ARCH-X errors
biascorr
Bias-correction of coefficients following general-to-specific...
coef.arx
Extraction functions for 'arx' objects
coef.gets
Extraction functions for 'gets' objects
coef.isat
Extraction functions for 'isat' objects
diagnostics
Diagnostics tests of residuals
dropvar
Drop variable
eqwma
Equally Weighted Moving Average (EqWMA) of the pth....
eviews
Exporting results to EViews and Stata
getsm
General-to-Specific (GETS) Modelling of an AR-X model with...
gets-package
General-to-Specific (GETS) Modelling and Indicator Saturation...
hpdata
Hoover and Perez (1999) data
iim
Make Indicator Matrices (Impulses, Steps, Trends)
info.criterion
Computes the Average Value of an Information Criterion
isat
Indicator Saturation
isattest
Indicator Saturation Test
isatvar
Variance of the coefficient path
isvarcor
IIS Consistency Correction
isvareffcor
IIS Efficiency Correction
jb.test
Jarque-Bera test for normality
ols
OLS estimation
paths
Extraction functions for 'gets' and 'isat' objects
periodicdummies
Make matrix of periodicity (e.g. seasonal) dummies
recursive
Recursive estimation

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/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/vcov.arx.R
gets/R/info.criterion.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/jb.test.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/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/jb.test.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