On Bayesian analysis of Threshold autoregressive model (BAYSTAR)

[Up] [Top]

Documentation for package ‘BAYSTAR’ version 0.2-9

Help Pages

BAYSTAR Threshold Autoregressive model: Bayesian approach
TAR.coeff Estimate AR coefficients
TAR.lagd Identification of lag order of threshold variable
TAR.lik Log-likelihood function
TAR.sigma To draw the variance of error distribution.
TAR.simu Simulated data from TAR model
TAR.summary Calculate summary statistics for all parameters
TAR.thres To draw a threshold value.
unemployrate U.S. monthly civilian unemployment rate