gas: Standardized residuals of weekly log-returns of gas and oil...
In IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models
gas R Documentation
Standardized residuals of weekly log-returns of gas and oil prices in Canada from 2008 to end of February 2011
Description
Data frame containg xres (standardized residuals of gas prices from a ARMA(2,2) model) and yres (standardized residuals of oil prices from a ARMA(1,1)-GARCH(1,1) model).
Usage
data(gas)
Format
Residuals
Examples
data(gas)
plot(gas$xres)
IndGenErrors documentation built on July 9, 2023, 6:46 p.m.
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| gas | R Documentation |
Standardized residuals of weekly log-returns of gas and oil prices in Canada from 2008 to end of February 2011
Description
Data frame containg xres (standardized residuals of gas prices from a ARMA(2,2) model) and yres (standardized residuals of oil prices from a ARMA(1,1)-GARCH(1,1) model).
Usage
data(gas)Format
Residuals
Examples
data(gas)
plot(gas$xres)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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