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0. pvar - pvar will be a package that calculates p-variation of a sample. In addition the calculus of p-variation will by used for testing samples for structural break.

Development Status : 2 - Pre-Alpha (Now Filtering)
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Topic : Econometrics : Structural Change (Now Filtering)
Topic : Econometrics : Time Series Modelling [Filter]

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Registered: 2012-08-23 10:39

1. Breaks For Additive Season and Trend - BFAST, Breaks For Additive Season and Trend, integrates the decomposition of time series into trend, season, and remainder components with methods for detecting and characterizing change within time series.

Development Status : 2 - Pre-Alpha (Now Filtering)
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Topic : Econometrics : Structural Change (Now Filtering)
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Registered: 2009-09-14 03:28