AutoSEARCH-package | General-to-Specific (GETS) Modelling |
eqwma | Equally Weighted Moving Average (EqWMA) of the pth.... |
gedestp | Estimate and compute log-likelihood of the standardised... |
gets.mean | General-to-Specific (GETS) Modelling of an AR-X model with... |
gLag | Lag a series |
gLog.ep | Adjust for zero values and compute log(abs(e)^p) |
info.criterion | Computes the Value of an Information Criterion |
jb.test | Jarque-Bera test for normality |
ols.fit1 | Fast and accurate OLS estimation by means of QR decomposition |
regs.mean.sm | Create the regressors of an AR-X model |
regs.vol.sm | Create the regressors of a log-ARCH-X model |
skewness.test | Chi-squared test for skewness in the standardised residuals |
sm | Estimate an AR-X Model with Log-ARCH-X Errors |
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