Vector Logistic Smooth Transition Models / Realized Covariances Construction

Documentation for package ‘starvars’ version 1.1.1

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	Plot methods for a VLSTAR object
plot.VLSTAR	Plot methods for a VLSTAR object
plot.vlstarpred	Plot methods for a VLSTAR object
predict.VLSTAR	VLSTAR Prediction
print.multiCUMSUM	Multivariate CUMSUM test
print.summary.VLSTAR	Summary method for objects of class VLSTAR
print.VLSTAR	VLSTAR- Estimation
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.
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