README.md

In QPBoot: Model Validation using Quantile Spectral Analysis and Parametric Bootstrap

QPBoot

Model validation using Quantile Spectral Analysis and Parametric Bootstrap techniques

This pakage can be used for validating parametric time-series models. There is a demo available for checking if a GARCH(1,1) model is suitable for DAX returns via

demo("DAX")

The main method is qpBoot and for its model argument there are several predefined models (getGARCH(), or getARMA() for example).

QPBoot documentation built on May 2, 2019, 4:34 a.m.