print.VLSTAR

print

&#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

<dl><dt>x</dt>
<dd>An object of class &#8216;<code>VLSTAR</code>&#8217; obtained through <code class="command">VLSTAR()</code>.</dd>
<dt>...</dt>
<dd>further arguments to be passed to and from other methods</dd></dl>

Arguments

Author

Print method for objects of class VLSTAR — print.VLSTAR

<dl>

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


<dt>...</dt>
<dd>further arguments to be passed to and from other methods</dd>

</dl>

print.VLSTAR: Print method for objects of class VLSTAR

Description

Usage

Value

Arguments

Author

References

See Also