search for: plosser

Displaying 5 results from an estimated 5 matches for "plosser".

Did you mean: plosher
Package update: 'urca' version 0.3-3
2004 Mar 26
0
Package update: 'urca' version 0.3-3
...nmark Data set for Denmark, Johansen & Juselius ecb Macroeconomic data of the Euro Zone finland Data set for Finland, Johansen & Juseliues lttest Likelihood ratio test for linear trend npext Nelson & Plosser extended data set nporg Nelson & Plosser original data set plot-methods Methods for Function plot in Package 'urca' plotres Graphical inspection of VECM residuals show-methods Methods for Function show in Package 'urca' sum...
GARCH models available
1999 Oct 25
1
GARCH models available
tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together wi...
GARCH models available
1999 Oct 25
1
GARCH models available
tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together wi...
Updated tseries package
1999 Sep 20
0
Updated tseries package
...just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test portfolio.optim Portfolio Optimization quadmap Quadratic Map (Logistic Equation) read.matrix...
Updated tseries package
1999 Sep 20
0
Updated tseries package
...just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test portfolio.optim Portfolio Optimization quadmap Quadratic Map (Logistic Equation) read.matrix...