R: On Bayesian Analysis of Threshold Autoregressive Models

# On Bayesian Analysis of Threshold Autoregressive Models

## Documentation for package ‘BAYSTAR’ version 0.2-10

- DESCRIPTION file

## Help Pages

BAYSTAR | Threshold Autoregressive model: Bayesian approach
TAR.coeff | Estimate AR coefficients
TAR.lagd | Identification of lag order of threshold variable
TAR.lik | Log-likelihood function
TAR.sigma | To draw the variance of error distribution.
TAR.simu | Simulated data from TAR model
TAR.summary | Calculate summary statistics for all parameters
TAR.thres | To draw a threshold value.
unemployrate | U.S. monthly civilian unemployment rate