Rdocumentation
powered by
Learn R Programming
BAYSTAR (version 0.2-10)
On Bayesian Analysis of Threshold Autoregressive Models
Description
Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.
Copy Link
Link to current version
Version
Version
0.2-10
0.2-9
0.2-5
0.2-3
0.2-2
0.1-2
0.1-1
0.1-0
Install
install.packages('BAYSTAR')
Monthly Downloads
346
Version
0.2-10
License
GPL (>= 2)
Maintainer
Edward Lin
Last Published
May 14th, 2022
Functions in BAYSTAR (0.2-10)
Search all functions
BAYSTAR
Threshold Autoregressive model: Bayesian approach
TAR.simu
Simulated data from TAR model
TAR.thres
To draw a threshold value.
TAR.lagd
Identification of lag order of threshold variable
unemployrate
U.S. monthly civilian unemployment rate
TAR.coeff
Estimate AR coefficients
TAR.sigma
To draw the variance of error distribution.
TAR.lik
Log-likelihood function
TAR.summary
Calculate summary statistics for all parameters