Man pages for FTSgof
White Noise and Goodness-of-Fit Tests for Functional Time Series
| dgp.far | FAR(p) Data Generator |
| dgp.fgarch | Functional ARCH/GARCH Process Generator |
| dgp.ou | Ornstein–Uhlenbeck Process Generator |
| EF | Daily Eurodollar Futures Curves |
| fACF | Functional Autocorrelation Function (fACF) Plot |
| fACF_test | Test based on fACF |
| fCH_test | Test for Conditional Heteroscedasticity of Functional Time... |
| fport_eda | Exploratory Data Analysis for Functional Time Series. |
| fport_gof | Goodness-of-fit Tests for Functional Times Series |
| fport_wn | White Noise Hypothesis Tests for Functional Times Series |
| fSACF | Functional Spherical Autocorrelation Function (fSACF) Plot |
| fSACF_test | Test based on fSACF |
| gof_far | Goodness-of-fit test for FAR(1) |
| gof_fGARCH | Goodness-of-fit Test for Functional ARCH/GARCH Model |
| OCIDR | Convert Original Price Data to OCIDRs |
| rainbow3D | 3D Rainbow Plot for Functional Time Series |
| sp500 | S&P 500 Index Price Data |
| Spanish_elec | Spanish electricity daily price profiles |
