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TAR  

Bayesian Modeling of Autoregressive Threshold Time Series Models
View on CRAN: Click here


Download and install TAR package within the R console
Install from CRAN:
install.packages("TAR")

Install from Github:
library("remotes")
install_github("cran/TAR")

Install by package version:
library("remotes")
install_version("TAR", "1.0")



Attach the package and use:
library("TAR")
Maintained by
Hanwen Zhang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-02-24
Latest Update: 2017-02-24
Description:
Identification and estimation of the autoregressive threshold models with Gaussian noise, as well as positive-valued time series. The package provides the identification of the number of regimes, the thresholds and the autoregressive orders, as well as the estimation of remain parameters. The package implements the methodology from the 2005 paper: Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data <doi:10.1081/STA-200054435>.
How to cite:
Hanwen Zhang (2017). TAR: Bayesian Modeling of Autoregressive Threshold Time Series Models. R package version 1.0, https://cran.r-project.org/web/packages/TAR. Accessed 02 Feb. 2025.
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