hystar (Q5983717)

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Fit the Hysteretic Threshold Autoregressive Model
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hystar
Fit the Hysteretic Threshold Autoregressive Model

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    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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    5 July 2023
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    1.0.0
    5 July 2023
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