General univariate ARCH models simulation and estimation


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Documentation for package ‘RRegArch’ version 0.8.0

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ARGARCHData A sample of 1000 AR-GARCH observations
condMeanClass Set model conditional mean
condResidualsClass Set conditional residuals for the model
condVarClass Set conditional variance for general regression with ARCH type residuals
meanSet Set model conditional mean
modelSet Set model for general regression with ARCH type residuals
NormData A sample of 1000 N(2, 1) observations
print.condMeanClass Set model conditional mean
print.condResidualsClass Set conditional residuals for the model
print.condVarClass Set conditional variance for general regression with ARCH type residuals
print.RegArchFitClass Fit the parameters of a general regression with ARCH type residuals
print.RegArchModelClass Set model for general regression with ARCH type residuals
print.summary.RegArchFitClass Fit the parameters of a general regression with ARCH type residuals
RegArchFit Fit the parameters of a general regression with ARCH type residuals
RegArchFitClass Fit the parameters of a general regression with ARCH type residuals
RegArchModelClass Set model for general regression with ARCH type residuals
RegArchSim Simulation of the model
residualsSet Set conditional residuals for the model
summary.RegArchFitClass Fit the parameters of a general regression with ARCH type residuals
varSet Set conditional variance for general regression with ARCH type residuals