hystar

hystar-package

Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) tools:::Rd_expr_doi("10.1093/biomet/asv017").

internal

Estimate parameters of the hysteretic threshold autoregressive
(HysTAR) model, using conditional least squares.
In addition, you can generate time series data from the HysTAR model.
For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.

Daan de Jong

Fit the Hysteretic Threshold Autoregressive Model

European Research Council 

hystar-package function

Maintainer: Daan de Jong <a href="/link/daandejong94%40gmail.com?package=hystar&version=1.0.0" data-mini-rdoc="hystar::daandejong94@gmail.com">daandejong94@gmail.com</a> (<a href="https://orcid.org/0000-0001-6034-0136">ORCID</a>) [copyright holder]
Other contributors:<ul>
<li>European Research Council [funder]</li>
</ul>

Author

hystar: Fit the Hysteretic Threshold Autoregressive Model — hystar-package

Maintainer: Daan de Jong <a href='mailto:daandejong94@gmail.com'>daandejong94@gmail.com</a> (<a href='https://orcid.org/0000-0001-6034-0136'>ORCID</a>) [copyright holder]
Other contributors:<ul>
<li>European Research Council [funder]</li>
</ul>

hystar-package: hystar: Fit the Hysteretic Threshold Autoregressive Model

Description

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Author

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