General-to-Specific (GETS) Modelling and Indicator Saturation Methods


[Up] [Top]

Documentation for package ‘gets’ version 0.2

Help Pages

gets-package General-to-Specific (GETS) Modelling and Indicator Saturation Methods
arx Estimate an AR-X model with log-ARCH-X errors
coef.arx Extraction functions for 'arx' objects
coef.gets Extraction functions for 'gets' objects
diagnostics Diagnostics tests of residuals
dropvar Drop variable
eqwma Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values
fitted.arx Extraction functions for 'arx' objects
fitted.gets Extraction functions for 'gets' objects
gets General-to-Specific (GETS) Modelling and Indicator Saturation Methods
getsm General-to-Specific (GETS) Modelling of an AR-X model with log-ARCH-X errors
getsv General-to-Specific (GETS) Modelling of an AR-X model with log-ARCH-X errors
hpdata Hoover and Perez (1999) data
info.criterion Computes the Value of an Information Criterion
isat Indicator Saturation
isatvar Variance of the coefficient path
jb.test Jarque-Bera test for normality
leqwma Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values
ols OLS estimation with the QR decomposition
paths Extraction functions for 'gets' objects
plot.arx Extraction functions for 'arx' objects
plot.gets Extraction functions for 'gets' objects
print.arx Extraction functions for 'arx' objects
print.gets Extraction functions for 'gets' objects
residuals.arx Extraction functions for 'arx' objects
residuals.gets Extraction functions for 'gets' objects
skewness.test Chi-squared test for skewness in the standardised residuals
summary.arx Extraction functions for 'arx' objects
summary.gets Extraction functions for 'gets' objects
terminals Extraction functions for 'gets' objects
vcov.arx Extraction functions for 'arx' objects
vcov.gets Extraction functions for 'gets' objects