check_model

is "GMAR", "StMAR" or "G-StMAR" model considered? In G-StMAR model the first <code>M1</code> components
are GMAR-type and the rest <code>M2</code> components are StMAR-type.

model

<code>check_model</code> checks that the argument model is correctly specified.

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

check_model: Check that the argument model is correctly specified.

Description

Usage

Arguments

Value