Package: uGMAR 3.6.1

Introduction | Introduction | Models | Models | Estimation and model selection | Estimation and model selection | Quantile residual based model diagnostics | Quantile residual based model diagnostics | Building a GSMAR model with specific parameter values | Building a GSMAR model with specific parameter values | Simulation and forecasting | Simulation and forecasting | Summary | Summary | Computational details | Acknowledgments | A table of some useful functions | References | Simulation experiment | Appendix A: Simulation experiment | Closed form expressions of quantile residuals | Appendix B: Closed form expressions of quantile residuals