Package: gets
Type: Package
Title: General-to-Specific (GETS) Model Selection
Version: 0.1
Depends: R (>= 2.4.1), zoo, lgarch
Date: 2014-10-14
Author: Genaro Sucarrat
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
Description: Automated multi-path General-to-Specific (GETS) model selection of either an AR-X model with log-ARCH-X errors, or a log-ARCH-X model of the log-variance. The three main functions of the package are arx, getsm and getsv. The first function estimates an AR-X model with log-ARCH-X errors. The second function undertakes GETS model selection of the mean specification of an arx object, whereas the third function undertakes GETS model selection of the log-variance specification of an arx object.
License: GPL-2
Packaged: 2014-10-15 09:28:20 UTC; admin
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-10-15 13:16:36
