print.VLSTAR

print

An object of class &#8216;<code>VLSTAR</code>&#8217; obtained through <code class="command">VLSTAR()</code>.

further arguments to be passed to and from other methods

&#8230;

&#8216;<code>print</code>&#8217; methods for class &#8216;<code>VLSTAR</code>&#8217;.

VLSTAR

Allows the user to estimate a vector logistic smooth transition autoregressive model via maximum log-likelihood or nonlinear least squares. It further permits to test for linearity in the multivariate framework against a vector logistic smooth transition autoregressive model with a single transition variable. The estimation method is discussed in Terasvirta and Yang (2014, <doi:10.1108/S0731-9053(2013)0000031008>). Also, realized covariances can be constructed from stock market prices or returns, as explained in Andersen et al. (2001, <doi:10.1016/S0304-405X(01)00055-1>).

Andrea Bucci

starvars

Vector Logistic Smooth Transition Models Estimation and
Prediction

Giulio Palomba

Eduardo Rossi

Andrea Faragalli

print.VLSTAR function

An object of class &#8216;<code>VLSTAR</code>&#8217; obtained through <code class='command'>VLSTAR()</code>.

print.VLSTAR: Print method for objects of class VLSTAR

Description

Usage

Arguments

Value

References

See Also