General-to-Specific (GETS) Model Selection

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AutoSEARCH-package General-to-Specific (GETS) Model selection
AutoSEARCH General-to-Specific (GETS) Model selection
gedestp Estimate and compute log-likelihood of the standardised Generalised Error Distribution (GED)
gedlogl Estimate and compute log-likelihood of the standardised Generalised Error Distribution (GED)
gets.mean General-to-Specific (GETS) Model Selection of an AR-X model with log-ARCH-X errors
gets.vol General-to-Specific (GETS) Model Selection of an AR-X model with log-ARCH-X errors
gLag Lag a series
gLog.ep Adjust for zero values and compute log(abs(e)^p)
ols.fit1 Fast and accurate OLS estimation by means of QR decomposition
ols.fit2 Fast and accurate OLS estimation by means of QR decomposition
regs.mean.sm Create the regressors of an AR-X model
regs.vol.sm Create the regressors of a log-ARCH-X model
sm Estimate an AR-X model with log-ARCH-X errors