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

V28i02-figures.R | Figures in paper
V28i02-tables.R | Tables in paper
Sunspot.R | Monthly sunspot analysis

GLOG (Generalized Log Transformation)

glog.pdf | Notes – pdf of Mathematica notebook
glog.nb | Mathematica notebook