forecastGMAR

<p>This function is deprecated! Use <code>predict.gsmar()</code> instead!</p>

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
Student's t Mixture Autoregressive (StMAR) and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
Also general linear constraints and restricting autoregressive parameters to be the same for all regimes are supported.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Mika Meitz, Daniel Preve, Pentti Saikkonen (2018) <arXiv:1805.04010>.

Savi Virolainen

forecastGMAR: forecastGMAR is deprecated

Description

Usage

Arguments