Beast code in Giters

Tucker McElroy's repositories

An R package for multivariate signal extraction

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Course materials for UCSD class ma189, winter 2021.

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Materials for ASA Webinar sponsored by Business and Economics Section

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Code for maximum entropy extreme value adjustment

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R code for variable selection and dimension reduction of time series data using vector autoregression

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R programs to compute autocovariances of VARMA processes

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R code, scripts, and data for "Model Identification via Total Frobenius Norm of Multivariate Spectra"

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Stationary parameterization of GARCH processes

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R code for MDFA book

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Code and poetry

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Quadratic forecasting for time series data

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R code for unit root identification

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Code and data for paper "Estimating the spectral density at frequencies near zero"

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