AutoSEARCH: General-to-Specific (GETS) Modelling
General-to-Specific (GETS) modelling of the mean and variance of a regression. NOTE: The package has been succeeded by gets, also available on the CRAN, which is more user-friendly, faster and easier to extend. Users are therefore encouraged to consider gets instead.
||R (≥ 2.4.1), zoo, lgarch
||Genaro Sucarrat <genaro.sucarrat at bi.no>