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