R: Vector Logistic Smooth Transition Models Estimation and Prediction

# Vector Logistic Smooth Transition Models Estimation and Prediction

## Documentation for package ‘starvars’ version 1.1.11

- DESCRIPTION file
- Package README

## Help Pages

coef | Coefficient method for objects of class VLSTAR
coef.VLSTAR | Coefficient method for objects of class VLSTAR
coefficients | Coefficient method for objects of class VLSTAR
logLik | Log-Likelihood method
logLik.VLSTAR | Log-Likelihood method
lrvarbart | Long-run variance using Bartlett kernel
multiCUMSUM | Multivariate CUMSUM test
plot.VLSTAR | Plot methods for a VLSTAR object
plot.vlstarpred | Plot methods for a vlstarpred object
predict | VLSTAR Prediction
predict.VLSTAR | VLSTAR Prediction
print | Print method for objects of class VLSTAR
print.multiCUMSUM | Multivariate CUMSUM test
print.summary | Summary method for objects of class VLSTAR
print.summary.VLSTAR | Summary method for objects of class VLSTAR
print.VLSTAR | Print method for objects of class VLSTAR
print.VLSTARjoint | Joint linearity test
print.vlstarpred | VLSTAR Prediction
rcov | Realized Covariance
Realized | Monthly time series used to test VLSTAR models.
Sample5minutes | Ten simulated prices series for 19 trading days in January 2010.
startingVLSTAR | Starting parameters for a VLSTAR model
summary | Summary method for objects of class VLSTAR
summary.VLSTAR | Summary method for objects of class VLSTAR
techprices | Daily closing prices of 3 tech stocks.
VLSTAR | VLSTAR- Estimation
VLSTARjoint | Joint linearity test