Man pages for mtarm
Bayesian Estimation of Multivariate Threshold Autoregressive Models
| convert | Converts chains from the Bayesian estimation of a... |
| DIC | Deviance information criterion (DIC) |
| forecasting | Forecasting of a multivariate TAR model. |
| mtar | Bayesian estimation of a multivariate threshold... |
| returns | Returns of the closing prices of three financial indexes |
| riverflows | Rainfall and two river flows in Colombia |
| simtar | Simulation of multivariate time series according to a TAR... |
| WAIC | Watanabe-Akaike or Widely Available Information Criterion... |
