jagen | auxiliary quantlet for VAR models |
jarber | Quantlet for testing the normality of a data set. |
jbgen | auxiliary quantlet for full VAR model analysis |
jotaAorB | auxiliary quantlet for VAR models |
jump | detects jump points in the time series. Optional parameter alpha controls the the sensitivity of the procedure. Recomended values are 0.5 ... 4.0. The default value is 2.0. The output vector j, which has the same length as data, indicates the detected jumps. NaN values are not allowed. |