Bayesian Modeling of Autoregressive Threshold Time Series Models

Documentation for package ‘TAR’ version 1.0

ARorder.lognorm	Identify the autoregressive orders for a log-normal TAR model given the number of regimes and thresholds.
ARorder.norm	Identify the autoregressive orders for a Gaussian TAR model given the number of regimes and thresholds.
LS.lognorm	Estimate a log-normal TAR model using Least Square method given the structural parameters.
LS.norm	Estimate a Gaussian TAR model using Least Square method given the structural parameters.
Param.lognorm	Estimate a TAR model using Gibbs Sampler given the structural parameters.
Param.norm	Estimate a Gaussian TAR model using Gibbs Sampler given the structural parameters.
reg.thr.lognorm	Identify the number of regimes and the corresponding thresholds for a log-normal TAR model.
reg.thr.norm	Identify the number of regimes and the corresponding thresholds for a Gaussian TAR model.
simu.tar.lognorm	Simulate a series from a log-normal TAR model with Gaussian distributed error for positive valued time series.
simu.tar.norm	Simulate a series from a TAR model with Gaussian distributed error.