Automated multi-path General-to-Specific (GETS) model selection of either an AR-X model with log-ARCH-X errors, or of a log-ARCH-X model of the error. NOTE: The package has been succeeded by the package gets, also available on the CRAN, which is intended to be more user-friendly, faster and easier to extend. AutoSEARCH will continue to be maintained, but the development focus will switch to gets. Users are therefore encouraged to consider gets instead.
| Version: | 1.3 |
| Depends: | R (≥ 2.4.1), zoo, gets, lgarch |
| Published: | 2014-10-22 |
| Author: | Genaro Sucarrat |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Econometrics, Finance |
| CRAN checks: | AutoSEARCH results |
| Reference manual: | AutoSEARCH.pdf |
| Package source: | AutoSEARCH_1.3.tar.gz |
| Windows binaries: | r-devel: AutoSEARCH_1.3.zip, r-release: AutoSEARCH_1.3.zip, r-oldrel: AutoSEARCH_1.3.zip |
| OS X Snow Leopard binaries: | r-release: AutoSEARCH_1.3.tgz, r-oldrel: AutoSEARCH_1.3.tgz |
| OS X Mavericks binaries: | r-release: AutoSEARCH_1.3.tgz |
| Old sources: | AutoSEARCH archive |