CRAN
MARX 0.2
Simulation, Estimation, Model Selection and Forecasting for MARX Models
Released Apr 24, 2018 by Sean Telg
This package cannot yet be used with Renjin it depends on other packages which are not available: fBasics 3042.89 and metRology 0.9-26-2
Dependencies
metRology 0.9-26-2 fBasics 3042.89 tseries 0.10-45 stabledist 0.7-1 matlab 1.0.2
Simulate, estimate (by t-MLE), select and forecast mixed causal-noncausal autoregressive models with possibly exogenous regressors, using methods proposed in Lanne and Saikkonen (2011)