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| gets-package | General-to-Specific (GETS) Modelling and Indicator Saturation Methods |
| arx | Estimate an AR-X model with log-ARCH-X errors |
| biascorr | Bias-correction of coefficients following general-to-specific model selection |
| coef.arx | Extraction functions for 'arx' objects |
| coef.gets | Extraction functions for 'gets' objects |
| coef.isat | Extraction functions for 'isat' objects |
| diagnostics | Diagnostics tests of residuals |
| dropvar | Drop variable |
| eqwma | Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values |
| eviews | Exporting results to EViews and Stata |
| fitted.arx | Extraction functions for 'arx' objects |
| fitted.gets | Extraction functions for 'gets' objects |
| fitted.isat | Extraction functions for 'isat' objects |
| gets | General-to-Specific (GETS) Modelling and Indicator Saturation Methods |
| getsm | General-to-Specific (GETS) Modelling of an AR-X model with log-ARCH-X errors |
| getsv | General-to-Specific (GETS) Modelling of an AR-X model with log-ARCH-X errors |
| hpdata | Hoover and Perez (1999) data |
| iim | Make Indicator Matrices (Impulses, Steps, Trends) |
| info.criterion | Computes the Average Value of an Information Criterion |
| isat | Indicator Saturation |
| isattest | Indicator Saturation Test |
| isatvar | Variance of the coefficient path |
| isvarcor | IIS Consistency Correction |
| isvareffcor | IIS Efficiency Correction |
| jb.test | Jarque-Bera test for normality |
| leqwma | Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values |
| logLik.arx | Extraction functions for 'arx' objects |
| logLik.gets | Extraction functions for 'gets' objects |
| logLik.isat | Extraction functions for 'isat' objects |
| ols | OLS estimation |
| paths | Extraction functions for 'gets' and 'isat' objects |
| periodicdummies | Make matrix of periodicity (e.g. seasonal) dummies |
| plot.arx | Extraction functions for 'arx' objects |
| plot.gets | Extraction functions for 'gets' objects |
| plot.isat | Extraction functions for 'isat' objects |
| predict.arx | Extraction functions for 'arx' objects |
| predict.gets | Extraction functions for 'gets' objects |
| predict.isat | Extraction functions for 'isat' objects |
| print.arx | Extraction functions for 'arx' objects |
| print.gets | Extraction functions for 'gets' objects |
| print.isat | Extraction functions for 'isat' objects |
| recursive | Recursive estimation |
| residuals.arx | Extraction functions for 'arx' objects |
| residuals.gets | Extraction functions for 'gets' objects |
| residuals.isat | Extraction functions for 'isat' objects |
| sim | Make Indicator Matrices (Impulses, Steps, Trends) |
| stata | Exporting results to EViews and Stata |
| summary.arx | Extraction functions for 'arx' objects |
| summary.gets | Extraction functions for 'gets' objects |
| summary.isat | Extraction functions for 'isat' objects |
| terminals | Extraction functions for 'gets' and 'isat' objects |
| tim | Make Indicator Matrices (Impulses, Steps, Trends) |
| vcov.arx | Extraction functions for 'arx' objects |
| vcov.gets | Extraction functions for 'gets' objects |
| vcov.isat | Extraction functions for 'isat' objects |