{"id":"W2508025123","doi":"10.2139/ssrn.2825380","title":"Generalized Autoregressive Score Models in R: The GAS Package","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Autoregressive model; STAR model; R package; Econometrics; Statistics; Mathematics; Computer science; Autoregressive integrated moving average; Time series","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00418578,0.003264131,0.002840201,0.002316431,0.000537113,0.002189667,0.003223235,0.001461789,0.09218089],"category_scores_gemma":[0.0219751,0.00180345,0.003392275,0.002532148,0.0006695495,0.002061106,0.001912098,0.002930389,0.06858262],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005845997,"about_ca_system_score_gemma":0.002441099,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007584129,"about_ca_topic_score_gemma":0.009553581,"domain_scores_codex":[0.998255,0.0009360031,0.0001510648,0.0002889675,0.0002334997,0.0001355961],"domain_scores_gemma":[0.9917836,0.005656185,0.0005159394,0.001234329,0.0006729879,0.0001369557],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0006448299,0.0001929594,0.006759557,0.00195926,0.002229351,0.0004926198,0.0003187204,0.07614592,0.001934308,0.09038053,0.6866311,0.1323108],"study_design_scores_gemma":[0.001018181,0.0002347424,0.005662021,0.000537239,0.0009286798,0.0006754488,0.0001250482,0.4227636,0.004645824,0.2639841,0.299087,0.00033822],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"methods","genre_gemma":"software","genre_scores_codex":[0.005255585,0.001123697,0.7248752,0.001034618,0.0004045507,0.0003296785,0.09963636,0.1625801,0.00476028],"genre_scores_gemma":[0.06621779,0.001292347,0.7526891,0.0007897043,0.0003336867,0.00214707,0.07025709,0.09365254,0.01262075],"genre_candidate":"software","genre_consensus":null,"teacher_disagreement_score":0.09218089,"threshold_uncertainty_score":0.3083758,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03477325355324333,"score_gpt":0.2323971289788069,"score_spread":0.1976238754255635,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}