Vector Logistic Smooth Transition Models Estimation and
Prediction
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Documentation for package ‘starvars’ version 1.1.10
Help Pages
| coef | Coefficient method for objects of class VLSTAR |
| coef.VLSTAR | Coefficient method for objects of class VLSTAR |
| coefficients | Coefficient method for objects of class VLSTAR |
| logLik | Log-Likelihood method |
| logLik.VLSTAR | Log-Likelihood method |
| lrvarbart | Long-run variance using Bartlett kernel |
| multiCUMSUM | Multivariate CUMSUM test |
| plot.VLSTAR | Plot methods for a VLSTAR object |
| plot.vlstarpred | Plot methods for a vlstarpred object |
| predict | VLSTAR Prediction |
| predict.VLSTAR | VLSTAR Prediction |
| Print method for objects of class VLSTAR | |
| print.multiCUMSUM | Multivariate CUMSUM test |
| print.summary | Summary method for objects of class VLSTAR |
| print.summary.VLSTAR | Summary method for objects of class VLSTAR |
| print.VLSTAR | Print method for objects of class VLSTAR |
| print.VLSTARjoint | Joint linearity test |
| print.vlstarpred | VLSTAR Prediction |
| rcov | Realized Covariance |
| Realized | Monthly time series used to test VLSTAR models. |
| Sample5minutes | Ten simulated prices series for 19 trading days in January 2010. |
| startingVLSTAR | Starting parameters for a VLSTAR model |
| summary | Summary method for objects of class VLSTAR |
| summary.VLSTAR | Summary method for objects of class VLSTAR |
| techprices | Daily closing prices of 3 tech stocks. |
| VLSTAR | VLSTAR- Estimation |
| VLSTARjoint | Joint linearity test |