# General-to-Specific (GETS) Modelling and Indicator Saturation Methods

## Documentation for package ‘gets’ version 0.27

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

gets-package | General-to-Specific Modelling and Indicator Saturation Methods
arx | Estimate an AR-X model with log-ARCH-X errors
as.lm | Convert to 'lm' object
biascorr | Bias-correction of coefficients following general-to-specific model selection
blocksFun | Block-based General-to-Specific (GETS) modelling
coef.arx | Extraction functions for 'arx' objects
coef.dlogitx | Extraction functions for 'dlogitx' objects
coef.gets | Extraction functions for 'gets' objects
coef.isat | Extraction functions for 'isat' objects
diagnostics | Diagnostics tests
dlogitx | Estimate an autoregressive logit model with covariates
dlogitxSim | Simulate from a dynamic logit-x model
dropvar | Drop variable
eqwma | Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values
ES | Conditional Value-at-Risk (VaR) and Expected Shortfall (ES)
eviews | Exporting results to EViews and STATA
fitted.arx | Extraction functions for 'arx' objects
fitted.dlogitx | Extraction functions for 'dlogitx' objects
fitted.gets | Extraction functions for 'gets' objects
fitted.isat | Extraction functions for 'isat' objects
gets | General-to-Specific (GETS) Modelling
gets.arx | General-to-Specific (GETS) Modelling
gets.dlogitx | General-to-Specific (GETS) Modelling of objects of class 'dlogitx'
getsFun | General-to-Specific (GETS) modelling function
getsm | General-to-Specific (GETS) Modelling of an AR-X model (the mean specification) with log-ARCH-X errors (the log-variance specification).
getsv | General-to-Specific (GETS) Modelling of an AR-X model (the mean specification) with log-ARCH-X errors (the log-variance specification).
gmm | Generalised Method of Moment (GMM) estimation of linear models
hpdata | Hoover and Perez (1999) data
iim | Make Indicator Matrices (Impulses, Steps, Trends)
infldata | Quarterly Norwegian year-on-year CPI inflation
info.criterion | Computes the Average Value of an Information Criterion
infocrit | Computes the Average Value of an Information Criterion
isat | Indicator Saturation
isatdates | Extracting Indicator Saturation Breakdates
isatloop | Repeated Impulse Indicator Saturation
isattest | Indicator Saturation Test
isatvar | Variance of the coefficient path
isatvarcorrect | Consistency and Efficiency Correction for Impulse Indicator Saturation
isvarcor | IIS Consistency Correction
isvareffcor | IIS Efficiency Correction
leqwma | Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values
logit | Estimation of a logit model
logLik.arx | Extraction functions for 'arx' objects
logLik.dlogitx | Extraction functions for 'dlogitx' objects
logLik.gets | Extraction functions for 'gets' objects
logLik.isat | Extraction functions for 'isat' objects
mvrnormsim | Simulate from a Multivariate Normal Distribution
ols | OLS estimation
outlierscaletest | Sum and Sup Scaling Outlier Tests
outliertest | Jiao and Pretis Outlier Proportion and Count Tests
paths | Extraction functions for 'arx', 'gets' and 'isat' objects
periodicdummies | Make matrix of periodicity (e.g. seasonal) dummies
plot.arx | Extraction functions for 'arx' objects
plot.dlogitx | Extraction functions for 'dlogitx' objects
plot.gets | Extraction functions for 'gets' objects
plot.isat | Extraction functions for 'isat' objects
predict.arx | Forecasting with 'arx' models
predict.gets | Extraction functions for 'gets' objects
predict.isat | Extraction functions for 'isat' objects
print.arx | Extraction functions for 'arx' objects
print.dlogitx | Extraction functions for 'dlogitx' objects
print.gets | Extraction functions for 'gets' objects
print.isat | Extraction functions for 'isat' objects
printtex | Generate LaTeX code of an estimation result
recursive | Recursive estimation
regressorsMean | Create the regressors of the mean equation
regressorsVariance | Create the regressors of the variance equation
residuals.arx | Extraction functions for 'arx' objects
residuals.gets | Extraction functions for 'gets' objects
residuals.isat | Extraction functions for 'isat' objects
rsquared | Extraction functions for 'arx', 'gets' and 'isat' objects
sigma.arx | Extraction functions for 'arx' objects
sigma.gets | Extraction functions for 'gets' objects
sigma.isat | Extraction functions for 'isat' objects
sim | Make Indicator Matrices (Impulses, Steps, Trends)
so2data | UK SO2 Data
sp500data | Daily Standard and Poor's 500 index data
stata | Exporting results to EViews and STATA
summary.arx | Extraction functions for 'arx' objects
summary.dlogitx | Extraction functions for 'dlogitx' objects
summary.gets | Extraction functions for 'gets' objects
summary.isat | Extraction functions for 'isat' objects
terminals | Extraction functions for 'arx', 'gets' and 'isat' objects
tim | Make Indicator Matrices (Impulses, Steps, Trends)
toLatex.arx | Generate LaTeX code of an estimation result
toLatex.dlogitx | Extraction functions for 'dlogitx' objects
toLatex.gets | Generate LaTeX code of an estimation result
VaR | Conditional Value-at-Risk (VaR) and Expected Shortfall (ES)
vargaugeiis | Variance of the Impulse Indicator Saturation Gauge
vcov.arx | Extraction functions for 'arx' objects
vcov.dlogitx | Extraction functions for 'dlogitx' objects
vcov.gets | Extraction functions for 'gets' objects
vcov.isat | Extraction functions for 'isat' objects