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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

Install

install.packages('ForwardSearch')

Monthly Downloads

8

Version

1.0

License

GPL-3

Maintainer

Bent Nielsen

Last Published

September 10th, 2014

Functions in ForwardSearch (1.0)

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