Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean.

Documentation

Manual: gets.pdf
Vignette: None available.

Maintainer: Genaro Sucarrat <genaro.sucarrat at bi.no>

Author(s): Genaro Sucarrat*, Felix Pretis*, James Reade*

Install package and any missing dependencies by running this line in your R console:

install.packages("gets")

Depends R (>= 3.3.0), zoo
Imports
Suggests lgarch, xtable
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Package gets
Materials
URL https://CRAN.R-project.org/package=gets http://www.sucarrat.net/R/gets
Task Views Econometrics , Finance
Version 0.12
Published 2017-02-18
License GPL (>= 2)
BugReports http://stackoverflow.com/questions/tagged/r
SystemRequirements
NeedsCompilation no
Citation
CRAN checks gets check results
Package source gets_0.12.tar.gz