Vector Logistic Smooth Transition Models / Realized Covariances Construction

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Documentation for package ‘starvars’ version 0.1.7

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lrvarbart Long-run variance using Bartlett kernel
multiCUMSUM Multivariate CUMSUM test
predict.VLSTAR VLSTAR Prediction
print.multiCUMSUM Multivariate CUMSUM test
print.summary.VLSTAR VLSTAR- Estimation
print.VLSTAR VLSTAR- Estimation
print.VLSTARjoint Joint linearity test
rcov Realized Covariance
Realized Monthly time series used to test VLSTAR models.
summary.VLSTAR VLSTAR- Estimation
VLSTAR VLSTAR- Estimation
VLSTARjoint Joint linearity test