hystar
Fit the Hysteretic Threshold Autoregressive Model
v1.0.0
·
Jul 5, 2023
·
MIT + file LICENSE
Description
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
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1.0.0
Mar 10, 2026