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 |
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