Bayesian Estimation of Multivariate Threshold Autoregressive Models

Documentation for package ‘mtarm’ version 0.1.2

convert	Converts chains from the Bayesian estimation of a multivariate TAR model to a mcmc object.
DIC	Deviance information criterion (DIC)
forecasting	Forecasting of a multivariate TAR model.
mtar	Bayesian estimation of a multivariate threshold autoregressive (TAR) model.
returns	Returns of the closing prices of three financial indexes
riverflows	Rainfall and two river flows in Colombia
simtar	Simulation of multivariate time series according to a TAR model
WAIC	Watanabe-Akaike or Widely Available Information Criterion (WAIC)