Bifurcating Autoregressive Models

Estimation of bifurcating autoregressive models of any order, p, BAR(p) as well as several types of bias correction for the least squares estimators of the autoregressive parameters as described in Zhou and Basawa (2005) and Elbayoumi and Mostafa (2020) . Currently, the bias correction methods supported include bootstrap (single, double and fast-double) bias correction and linear-bias-function-based bias correction. Functions for generating and plotting bifurcating autoregressive data from any BAR(p) model are also included.


Reference manual

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1.0.0 by Tamer Elbayoumi, a year ago

Browse source code at

Authors: Tamer Elbayoumi [aut, cre] , Sayed Mostafa [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports graphics, igraph, MASS

Suggests knitr, rmarkdown

See at CRAN