hystar
Fit the Hysteretic Threshold Autoregressive Model
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015)
- Version1.0.0
- R versionunknown
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?Yes
- Last release07/05/2023
Team
Daan de Jong
European Research Council
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