Simulation, Estimation, Model Selection and Forecasting for MARX Models

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Documentation for package ‘MARX’ version 0.2

• DESCRIPTION file.

Help Pages

aic	The Akaike information criterion (AIC) function
arx.ls	The ARX estimation by OLS function
bic	The Bayesian/Schwarz information criterion (BIC) function
companion.form	Companion form function
compute.MA	Coefficients of the moving average representation function
dataset	Data: Monthly growth rates of commodity prices, exchange rate and industrial production index.
forecast.marx	Forecasting function for the MARX model
hq	The Hannan-Quinn (HQ) information criterion function
inference	Asymptotic inference for the MARX function
ll.max	The value of the t-log-likelihood for MARX function
marx	The MARX function
marx.t	The estimation of the MARX model by t-MLE function
mixed	The MARX estimation function
mixed.default	The MARX estimation function
print.mixed	The MARX estimation function
print.pseudo	The pseudo-causal model function
pseudo	The pseudo-causal model function
pseudo.default	The pseudo-causal model function
regressor.matrix	The regressor matrix function
selection.lag	The model selection for pseudo-ARX function
selection.lag.lead	The lag-lead model selection for MARX function
sim.marx	The simulation of MARX processes
summary.mixed	The MARX estimation function
summary.pseudo	The pseudo-causal model function