Multi-path General-to-Specific (GETS) model selection of the mean and log-volatility specifications of a power log-ARCH model
| Version: | 1.01 |
| Depends: | R (≥ 2.4.1), zoo |
| Published: | 2011-11-14 |
| Author: | Genaro Sucarrat |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| License: | GPL-2 |
| URL: | http://www.sucarrat.net/ |
| CRAN checks: | AutoSEARCH results |
| Package source: | AutoSEARCH_1.01.tar.gz |
| MacOS X binary: | AutoSEARCH_1.01.tgz |
| Windows binary: | AutoSEARCH_1.01.zip |
| Reference manual: | AutoSEARCH.pdf |
| Old sources: | AutoSEARCH archive |