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WaveletGARCH: Fit the Wavelet-GARCH Model to Volatile Time Series Data
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
Getting started
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Package details |
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| Author | Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar |
| Maintainer | Dr. Ranjit Kumar Paul <ranjitstat@gmail.com> |
| License | GPL |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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