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BAYSTAR (version 0.2-5)
On Bayesian analysis of Threshold autoregressive model (BAYSTAR)
Description
The manuscript introduces the BAYSTAR package, which provides the functionality for Bayesian estimation in autoregressive threshold models.
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Install
install.packages('BAYSTAR')
Monthly Downloads
335
Version
0.2-5
License
GPL (>= 2)
Maintainer
Cathy S. Chen
Last Published
March 20th, 2012
Functions in BAYSTAR (0.2-5)
Search functions
TAR.coeff
Estimate AR coefficients
TAR.summary
Calculate summary statistics for all parameters
TAR.sigma
To draw the variance of error distribution.
TAR.lik
Log-likelihood function
unemployrate
U.S. monthly civilian unemployment rate
TAR.lagd
Identification of lag order of threshold variable
TAR.thres
To draw a threshold value.
BAYSTAR
Threshold Autoregressive model: Bayesian approach
TAR.simu
Simulated data from TAR model