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 publication2017-02-18 22:42:36
MaintainerGenaro Sucarrat <genaro.sucarrat@bi.no>
LicenseGPL (>= 2)
Version0.12
https://CRAN.R-project.org/package=gets, http://www.sucarrat.net/R/gets

View on CRAN

Functions

arx Man page
biascorr Man page
coef.arx Man page
coef.gets Man page
coef.isat Man page
diagnostics Man page
dropvar Man page
eqwma Man page
ES Man page
eviews Man page
fitted.arx Man page
fitted.gets Man page
fitted.isat Man page
gets Man page
getsm Man page
gets-package Man page
getsv Man page
hpdata Man page
iim Man page
infldata Man page
info.criterion Man page
isat Man page
isattest Man page
isatvar Man page
isvarcor Man page
isvareffcor Man page
leqwma Man page
logLik.arx Man page
logLik.gets Man page
logLik.isat Man page
ols Man page
paths Man page
periodicdummies Man page
plot.arx Man page
plot.gets Man page
plot.isat Man page
predict.arx Man page
predict.gets Man page
predict.isat Man page
print.arx Man page
print.gets Man page
print.isat Man page
recursive Man page
residuals.arx Man page
residuals.gets Man page
residuals.isat Man page
rsquared Man page
sigma.arx Man page
sigma.gets Man page
sigma.isat Man page
sim Man page
so2data Man page
sp500data Man page
stata Man page
summary.arx Man page
summary.gets Man page
summary.isat Man page
terminals Man page
tim Man page
VaR Man page
vcov.arx Man page
vcov.gets Man page
vcov.isat Man page

Files

gets
gets/NAMESPACE
gets/NEWS
gets/data
gets/data/so2data.rda
gets/data/infldata.rda
gets/data/sp500data.rda
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/VaR.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/ES.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/infldata.Rd gets/man/info.criterion.Rd gets/man/hpdata.Rd gets/man/ES.Rd gets/man/isatvar.Rd gets/man/eqwma.Rd gets/man/coef.isat.Rd gets/man/so2data.Rd gets/man/iim.Rd gets/man/sp500data.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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