Additional Documentation
JSSv28i02.pdf McLeod, A.I. and
Zhang, Ying (2008). Improved Subset Autoregression:
With R Package. Journal of Statistical Software 28/2 1-28. http://www.jstatsoft.org/v28/i02
“Simulations
and Applications with BICq” by Changjiang
Xu and A.I. McLeod, BICq.pdf
R scripts
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Figures in paper |
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Tables in paper |
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Monthly sunspot analysis |
GLOG (Generalized Log
Transformation)
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Notes – pdf of Mathematica notebook |
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Mathematica notebook |