<p>A dataset containing monthly inflation expectations from 1078I to 2018XII.</p>

datasets

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
Student's t Mixture Autoregressive (StMAR) and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Mika Meitz, Daniel Preve, Pentti Saikkonen (2018) <arXiv:1805.04010>.

Savi Virolainen

uGMAR

Estimate Univariate Gaussian or Student's t Mixture
Autoregressive Model

IE function

<p>A class 'ts' time series object containing 492 observations.</p>

IE: University of Michigan: inflation expectation time series: IE

Description

Usage

Arguments

Format