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ForwardSearch (version 1.0)
Forward Search using asymptotic theory
Description
Forward Search analysis of time series regressions. Implements the asymptotic theory developed in Johansen and Nielsen (2013, 2014).
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Version
Version
1.0
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Install
install.packages('ForwardSearch')
Monthly Downloads
13
Version
1.0
License
GPL-3
Maintainer
Bent Nielsen
Last Published
September 10th, 2014
Functions in ForwardSearch (1.0)
Search functions
ForwardSearch.stopped
Forward estimators after m steps
Fulton
Fulton fish data
ForwardSearch.pointwise.asymptotics
Functions for asymptotic theory of Forward Search
ForwardSearch-package
Functions for Forward Search for regression models.
ForwardSearch.fit
Execute the Forward Search Algorithm.
ForwardSearch.plot
Plots forward residuals with simultaneous confidence bands