| gets |
General-to-Specific (GETS) Modelling |
| gets.arx |
General-to-Specific (GETS) Modelling |
| gets.isat |
General-to-Specific (GETS) Modelling 'isat' objects |
| gets.larch |
General-to-Specific (GETS) Modelling of a heterogeneous log-ARCH-X model |
| gets.lm |
General-to-Specific (GETS) Modelling 'lm' objects |
| gets.logitx |
General-to-Specific (GETS) Modelling of objects of class 'logitx' |
| getsFun |
General-to-Specific (GETS) modelling function |
| getsm |
General-to-Specific (GETS) Modelling of an AR-X model (the mean specification) with log-ARCH-X errors (the log-variance specification). |
| getsv |
General-to-Specific (GETS) Modelling of an AR-X model (the mean specification) with log-ARCH-X errors (the log-variance specification). |
| gmm |
Generalised Method of Moment (GMM) estimation of linear models |
| iim |
Make Indicator Matrices (Impulses, Steps, Trends) |
| infldata |
Quarterly Norwegian year-on-year CPI inflation |
| info.criterion |
Computes the Average Value of an Information Criterion |
| infocrit |
Computes the Average Value of an Information Criterion |
| isat |
Indicator Saturation |
| isat.arx |
Indicator Saturation |
| isat.default |
Indicator Saturation |
| isat.lm |
Indicator Saturation |
| isatdates |
Extracting Indicator Saturation Breakdates |
| isatloop |
Repeated Impulse Indicator Saturation |
| isattest |
Indicator Saturation Test |
| isatvar |
Variance of the coefficient path |
| isatvarcorrect |
Consistency and Efficiency Correction for Impulse Indicator Saturation |
| isvarcor |
IIS Consistency Correction |
| isvareffcor |
IIS Efficiency Correction |
| larch |
Estimate a heterogeneous log-ARCH-X model |
| larchEstfun |
Estimation of a log-variance model |
| leqwma |
Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values |
| logit |
Estimation of a logit model |
| logitx |
Estimate an autoregressive logit model with covariates |
| logitxSim |
Simulate from a dynamic logit-x model |
| logLik.arx |
Extraction functions for 'arx' objects |
| logLik.gets |
Extraction functions for 'gets' objects |
| logLik.isat |
Extraction functions for 'isat' objects |
| logLik.larch |
Methods and extraction functions for 'larch' objects |
| logLik.logitx |
Extraction functions for 'logitx' objects |
| paths |
Extraction functions for 'arx', 'gets' and 'isat' objects |
| periodicdummies |
Make matrix of periodicity (e.g. seasonal) dummies |
| plot.arx |
Extraction functions for 'arx' objects |
| plot.gets |
Extraction functions for 'gets' objects |
| plot.isat |
Extraction functions for 'isat' objects |
| plot.larch |
Methods and extraction functions for 'larch' objects |
| plot.logitx |
Extraction functions for 'logitx' objects |
| predict.arx |
Forecasting with 'arx' models |
| predict.gets |
Extraction functions for 'gets' objects |
| predict.isat |
Extraction functions for 'isat' objects |
| predict.larch |
Variance forecasting with 'larch' models |
| print.arx |
Extraction functions for 'arx' objects |
| print.distorttestboot |
Bootstrapped Jiao-Pretis-Schwarz Outlier Distortion Test |
| print.gets |
Extraction functions for 'gets' objects |
| print.isat |
Extraction functions for 'isat' objects |
| print.larch |
Methods and extraction functions for 'larch' objects |
| print.logitx |
Extraction functions for 'logitx' objects |
| printtex |
Generate LaTeX code of an estimation result |
| sigma.arx |
Extraction functions for 'arx' objects |
| sigma.gets |
Extraction functions for 'gets' objects |
| sigma.isat |
Extraction functions for 'isat' objects |
| sim |
Make Indicator Matrices (Impulses, Steps, Trends) |
| so2data |
UK SO2 Data |
| sp500data |
Daily Standard and Poor's 500 index data |
| stata |
Exporting results to EViews and STATA |
| summary.arx |
Extraction functions for 'arx' objects |
| summary.gets |
Extraction functions for 'gets' objects |
| summary.isat |
Extraction functions for 'isat' objects |
| summary.larch |
Methods and extraction functions for 'larch' objects |
| summary.logitx |
Extraction functions for 'logitx' objects |