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 |