Man pages for FTSgof
White Noise and Goodness-of-Fit Tests for Functional Time Series

dgp.farFAR(p) Data Generator
dgp.fgarchFunctional ARCH/GARCH Process Generator
dgp.ouOrnstein–Uhlenbeck Process Generator
EFDaily Eurodollar Futures Curves
fACFFunctional Autocorrelation Function (fACF) Plot
fACF_testTest based on fACF
fCH_testTest for Conditional Heteroscedasticity of Functional Time...
fport_edaExploratory Data Analysis for Functional Time Series.
fport_gofGoodness-of-fit Tests for Functional Times Series
fport_wnWhite Noise Hypothesis Tests for Functional Times Series
fSACFFunctional Spherical Autocorrelation Function (fSACF) Plot
fSACF_testTest based on fSACF
gof_farGoodness-of-fit test for FAR(1)
gof_fGARCHGoodness-of-fit Test for Functional ARCH/GARCH Model
OCIDRConvert Original Price Data to OCIDRs
rainbow3D3D Rainbow Plot for Functional Time Series
sp500S&P 500 Index Price Data
Spanish_elecSpanish electricity daily price profiles
FTSgof documentation built on Oct. 4, 2024, 1:06 a.m.