rugarch: Univariate GARCH Models

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

AuthorAlexios Ghalanos <alexios@4dscape.com>
Date of publication2015-08-16 08:25:37
MaintainerAlexios Ghalanos <alexios@4dscape.com>
LicenseGPL-3
Version1.3-6
http://www.unstarched.net
https://bitbucket.org/alexiosg

View on CRAN

Man pages

ARFIMA-class: class: High Level ARFIMA class

arfimacv: ARFIMAX time series cross validation

ARFIMAdistribution-class: class: ARFIMA Parameter Distribution Class

arfimadistribution-methods: function: ARFIMA Parameter Distribution via Simulation

ARFIMAfilter-class: class: ARFIMA Filter Class

arfimafilter-methods: function: ARFIMA Filtering

ARFIMAfit-class: class: ARFIMA Fit Class

arfimafit-methods: function: ARFIMA Fit

ARFIMAforecast-class: class: ARFIMA Forecast Class

arfimaforecast-methods: function: ARFIMA Forecasting

ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class

ARFIMAmultifit-class: class: ARFIMA Multiple Fit Class

ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class

ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class

ARFIMApath-class: class: ARFIMA Path Simulation Class

arfimapath-methods: function: ARFIMA Path Simulation

ARFIMAroll-class: class: ARFIMA Rolling Forecast Class

arfimaroll-methods: function: ARFIMA Rolling Density Forecast and Backtesting

ARFIMAsim-class: class: ARFIMA Simulation Class

arfimasim-methods: function: ARFIMA Simulation

ARFIMAspec-class: class: ARFIMA Specification Class

arfimaspec-methods: function: ARFIMA Specification

autoarfima: Automatic Model Selection for ARFIMA models

BerkowitzTest: Berkowitz Density Forecast Likelihood Ratio Test

DACTest: Directional Accuracy Test

DateTimeUtilities: A small set of utilities to work with some time and date...

dji30ret: data: Dow Jones 30 Constituents Closing Value Log Return

dmbp: data: Deutschemark/British pound Exchange Rate

ESTest: Expected Shortfall Test.

GARCHboot-class: class: GARCH Bootstrap Class

GARCHdistribution-class: class: GARCH Parameter Distribution Class

GARCHfilter-class: class: GARCH Filter Class

GARCHfit-class: class: GARCH Fit Class

GARCHforecast-class: class: GARCH Forecast Class

GARCHpath-class: class: GARCH Path Simulation Class

GARCHroll-class: class: GARCH Roll Class

GARCHsim-class: class: GARCH Simulation Class

GARCHspec-class: class: GARCH Spec Class

GARCHtests-class: class: GARCH Tests Class

ghyptransform: Distribution: Generalized Hyperbolic Transformation and...

GMMTest: The GMM Orthogonality Test of Hansen

HLTest: The Non-Parametric Density Test of Hong and Li

mcs: Model Confidence Set Test

multifilter-methods: function: Univariate GARCH and ARFIMA Multiple Filtering

multifit-methods: function: Univariate GARCH and ARFIMA Multiple Fitting

multiforecast-methods: function: Univariate GARCH and ARFIMA Multiple Forecasting

multispec-methods: function: Univariate multiple GARCH Specification

rGARCH-class: class: rGARCH Class

rugarch-package: The rugarch package

sp500ret: data: Standard and Poors 500 Closing Value Log Return

spyreal: data: SPDR Standard and Poors 500 Open-Close Daily Return and...

ugarchbench: Benchmark: The Benchmark Test Suite

uGARCHboot-class: class: Univariate GARCH Bootstrap Class

ugarchboot-methods: function: Univariate GARCH Forecast via Bootstrap

ugarchdist: Distribution: rugarch distribution functions

uGARCHdistribution-class: class: Univariate GARCH Parameter Distribution Class

ugarchdistribution-methods: function: Univariate GARCH Parameter Distribution via...

uGARCHfilter-class: class: Univariate GARCH Filter Class

ugarchfilter-methods: function: Univariate GARCH Filtering

uGARCHfit-class: class: Univariate GARCH Fit Class

ugarchfit-methods: function: Univariate GARCH Fitting

uGARCHforecast-class: class: Univariate GARCH Forecast Class

ugarchforecast-methods: function: Univariate GARCH Forecasting

uGARCHmultifilter-class: class: Univariate GARCH Multiple Filter Class

uGARCHmultifit-class: class: Univariate GARCH Multiple Fit Class

uGARCHmultiforecast-class: class: Univariate GARCH Multiple Forecast Class

uGARCHmultispec-class: class: Univariate GARCH Multiple Specification Class

uGARCHpath-class: class: Univariate GARCH Path Simulation Class

ugarchpath-methods: function: Univariate GARCH Path Simulation

uGARCHroll-class: class: Univariate GARCH Rolling Forecast Class

ugarchroll-methods: function: Univariate GARCH Rolling Density Forecast and...

uGARCHsim-class: class: Univariate GARCH Simulation Class

ugarchsim-methods: function: Univariate GARCH Simulation

uGARCHspec-class: class: Univariate GARCH Specification Class

ugarchspec-methods: function: Univariate GARCH Specification

VaRDurTest: VaR Duration Test

VaRloss: Value at Risk loss function of Gonzalez-Rivera, Lee, and...

VaRplot: Value at Risk Exceedances plot

VaRTest: Value at Risk Exceedances Test

Functions

ARFIMA-class Man page
arfimacv Man page
arfimadistribution Man page
arfimadistribution,ANY-method Man page
arfimadistribution,ARFIMAfit-method Man page
arfimadistribution,ARFIMAspec-method Man page
ARFIMAdistribution-class Man page
arfimadistribution-methods Man page
arfimafilter Man page
arfimafilter,ANY-method Man page
arfimafilter,ARFIMAspec-method Man page
ARFIMAfilter-class Man page
arfimafilter-methods Man page
arfimafit Man page
arfimafit,ANY-method Man page
arfimafit,ARFIMAspec-method Man page
ARFIMAfit-class Man page
arfimafit-methods Man page
arfimaforecast Man page
arfimaforecast,ANY-method Man page
arfimaforecast,ARFIMAfit-method Man page
arfimaforecast,ARFIMAspec-method Man page
ARFIMAforecast-class Man page
arfimaforecast-methods Man page
ARFIMAmultifilter-class Man page
ARFIMAmultifit-class Man page
ARFIMAmultiforecast-class Man page
ARFIMAmultispec-class Man page
arfimapath Man page
arfimapath,ANY-method Man page
arfimapath,ARFIMAspec-method Man page
ARFIMApath-class Man page
arfimapath-methods Man page
arfimaroll Man page
arfimaroll,ANY-method Man page
arfimaroll,ARFIMAspec-method Man page
ARFIMAroll-class Man page
arfimaroll-methods Man page
arfimasim Man page
arfimasim,ANY-method Man page
arfimasim,ARFIMAfit-method Man page
ARFIMAsim-class Man page
arfimasim-methods Man page
arfimaspec Man page
arfimaspec,ANY-method Man page
ARFIMAspec-class Man page
arfimaspec-methods Man page
as.data.frame,ARFIMAdistribution-method Man page
as.data.frame,ARFIMAroll-method Man page
as.data.frame,uGARCHboot-method Man page
as.data.frame,uGARCHdistribution-method Man page
as.data.frame,uGARCHroll-method Man page
autoarfima Man page
BerkowitzTest Man page
coef,ARFIMAfilter-method Man page
coef,ARFIMAfit-method Man page
coef,ARFIMAmultifilter-method Man page
coef,ARFIMAmultifit-method Man page
coef,ARFIMAroll-method Man page
coef,uGARCHfilter-method Man page
coef,uGARCHfit-method Man page
coef,uGARCHmultifilter-method Man page
coef,uGARCHmultifit-method Man page
coef,uGARCHroll-method Man page
confint,uGARCHfit-method Man page
convergence Man page
convergence,ANY-method Man page
convergence,ARFIMAfit-method Man page
convergence,uGARCHfit-method Man page
convergence,uGARCHroll-method Man page
DACTest Man page
ddist Man page
distplot Man page
dji30ret Man page
dkurtosis Man page
dmbp Man page
dskewness Man page
ESTest Man page
fitdist Man page
fitted,ARFIMAfilter-method Man page
fitted,ARFIMAfit-method Man page
fitted,ARFIMAforecast-method Man page
fitted,ARFIMAmultifilter-method Man page
fitted,ARFIMAmultifit-method Man page
fitted,ARFIMAmultiforecast-method Man page
fitted,ARFIMApath-method Man page
fitted,ARFIMAsim-method Man page
fitted,uGARCHfilter-method Man page
fitted,uGARCHfit-method Man page
fitted,uGARCHforecast-method Man page
fitted,uGARCHmultifilter-method Man page
fitted,uGARCHmultifit-method Man page
fitted,uGARCHmultiforecast-method Man page
fitted,uGARCHpath-method Man page
fitted,uGARCHsim-method Man page
fpm Man page
fpm,ANY-method Man page
fpm,ARFIMAforecast-method Man page
fpm,ARFIMAroll-method Man page
fpm,uGARCHforecast-method Man page
fpm,uGARCHroll-method Man page
ftseq Man page
GARCHboot-class Man page
GARCHdistribution-class Man page
GARCHfilter-class Man page
GARCHfit-class Man page
GARCHforecast-class Man page
GARCHpath-class Man page
GARCHroll-class Man page
GARCHsim-class Man page
GARCHspec-class Man page
GARCHtests-class Man page
generatefwd Man page
getspec Man page
getspec,ANY-method Man page
getspec,ARFIMAfit-method Man page
getspec,ARFIMAfit-method Man page
getspec,uGARCHfit-method Man page
ghyptransform Man page
GMMTest Man page
gof Man page
gof,ANY,ANY-method Man page
gof,uGARCHfilter,numeric-method Man page
gof,uGARCHfit,numeric-method Man page
halflife Man page
halflife,ANY,ANY,ANY,ANY,ANY-method Man page
halflife,missing,numeric,character,character,ANY-method Man page
halflife,uGARCHfilter,missing,missing,missing,missing-method Man page
halflife,uGARCHfit,missing,missing,missing,missing-method Man page
halflife,uGARCHspec,missing,missing,missing,missing-method Man page
HLTest Man page
infocriteria Man page
infocriteria,ANY-method Man page
infocriteria,ARFIMAfilter-method Man page
infocriteria,ARFIMAfit-method Man page
infocriteria,uGARCHfilter-method Man page
infocriteria,uGARCHfit-method Man page
likelihood Man page
likelihood,ANY-method Man page
likelihood,ARFIMAfilter-method Man page
likelihood,ARFIMAfit-method Man page
likelihood,ARFIMAmultifilter-method Man page
likelihood,ARFIMAmultifit-method Man page
likelihood,uGARCHfilter-method Man page
likelihood,uGARCHfit-method Man page
likelihood,uGARCHmultifilter-method Man page
likelihood,uGARCHmultifit-method Man page
mcsTest Man page
move Man page
multifilter Man page
multifilter,ANY-method Man page
multifilter,ARFIMAmultifit-method Man page
multifilter,ARFIMAmultispec-method Man page
multifilter-methods Man page
multifilter,uGARCHmultifit-method Man page
multifilter,uGARCHmultispec-method Man page
multifit Man page
multifit,ANY-method Man page
multifit,ARFIMAmultispec-method Man page
multifit-methods Man page
multifit,uGARCHmultispec-method Man page
multiforecast Man page
multiforecast,ANY-method Man page
multiforecast,ARFIMAmultifit-method Man page
multiforecast,ARFIMAmultispec-method Man page
multiforecast-methods Man page
multiforecast,uGARCHmultifit-method Man page
multiforecast,uGARCHmultispec-method Man page
multispec Man page
multispec,ANY-method Man page
multispec-methods Man page
multispec,vector-method Man page
newsimpact Man page
newsimpact,ANY-method Man page
newsimpact,uGARCHfilter-method Man page
newsimpact,uGARCHfit-method Man page
nyblom Man page
nyblom,ANY-method Man page
nyblom,uGARCHfit-method Man page
pdist Man page
persistence Man page
persistence,ANY,ANY,ANY,ANY,ANY-method Man page
persistence,missing,numeric,character,character,ANY-method Man page
persistence,uGARCHfilter,missing,missing,missing,missing-method Man page
persistence,uGARCHfit,missing,missing,missing,missing-method Man page
persistence,uGARCHspec,missing,missing,missing,missing-method Man page
pit Man page
pit,ANY-method Man page
pit,uGARCHfilter-method Man page
pit,uGARCHfit-method Man page
pit,uGARCHroll-method Man page
plot,uGARCHboot,missing-method Man page
plot,uGARCHdistribution,missing-method Man page
plot,uGARCHfilter,missing-method Man page
plot,uGARCHfit,missing-method Man page
plot,uGARCHforecast,missing-method Man page
plot,uGARCHpath,missing-method Man page
plot,uGARCHroll,missing-method Man page
plot,uGARCHsim,missing-method Man page
qdist Man page
quantile,uGARCHfilter-method Man page
quantile,uGARCHfit-method Man page
quantile,uGARCHforecast-method Man page
quantile,uGARCHpath-method Man page
quantile,uGARCHroll-method Man page
quantile,uGARCHsim-method Man page
rdist Man page
reduce Man page
reduce,ANY-method Man page
reduce,ARFIMAfit-method Man page
reduce,uGARCHfit-method Man page
report Man page
report,ANY-method Man page
report,ARFIMAroll-method Man page
report,uGARCHroll-method Man page
residuals,ARFIMAfilter-method Man page
residuals,ARFIMAfit-method Man page
residuals,ARFIMAmultifilter-method Man page
residuals,ARFIMAmultifit-method Man page
residuals,uGARCHfilter-method Man page
residuals,uGARCHfit-method Man page
residuals,uGARCHmultifilter-method Man page
residuals,uGARCHmultifit-method Man page
resume Man page
resume,ANY-method Man page
resume,ARFIMAroll-method Man page
resume,uGARCHroll-method Man page
rGARCH-class Man page
rgarchdist Man page
rugarch Man page
rugarch-package Man page
setbounds<- Man page
setbounds<-,ANY,ANY-method Man page
setbounds<-,ARFIMAspec,vector-method Man page
setbounds<-,uGARCHspec,vector-method Man page
setfixed<- Man page
setfixed<-,ANY,ANY-method Man page
setfixed<-,ARFIMAspec,vector-method Man page
setfixed<-,uGARCHspec,vector-method Man page
setstart<- Man page
setstart<-,ANY,ANY-method Man page
setstart<-,ARFIMAspec,vector-method Man page
setstart<-,uGARCHspec,vector-method Man page
show,ARFIMAdistribution-method Man page
show,ARFIMAfilter-method Man page
show,ARFIMAfit-method Man page
show,ARFIMAforecast-method Man page
show,ARFIMAmultifilter-method Man page
show,ARFIMAmultifit-method Man page
show,ARFIMAmultiforecast-method Man page
show,ARFIMAmultispec-method Man page
show,ARFIMApath-method Man page
show,ARFIMAroll-method Man page
show,ARFIMAsim-method Man page
show,ARFIMAspec-method Man page
show,uGARCHboot-method Man page
show,uGARCHdistribution-method Man page
show,uGARCHfilter-method Man page
show,uGARCHfit-method Man page
show,uGARCHforecast-method Man page
show,uGARCHmultifilter-method Man page
show,uGARCHmultifit-method Man page
show,uGARCHmultiforecast-method Man page
show,uGARCHmultispec-method Man page
show,uGARCHpath-method Man page
show,uGARCHroll-method Man page
show,uGARCHsim-method Man page
show,uGARCHspec-method Man page
sigma Man page
sigma,ANY-method Man page
sigma,uGARCHfilter-method Man page
sigma,uGARCHfit-method Man page
sigma,uGARCHforecast-method Man page
sigma,uGARCHmultifilter-method Man page
sigma,uGARCHmultifit-method Man page
sigma,uGARCHmultiforecast-method Man page
sigma,uGARCHpath-method Man page
sigma,uGARCHsim-method Man page
signbias Man page
signbias,ANY-method Man page
signbias-methods Man page
signbias,uGARCHfilter-method Man page
signbias,uGARCHfit-method Man page
skdomain Man page
sp500ret Man page
spyreal Man page
ugarchbench Man page
ugarchboot Man page
ugarchboot,ANY-method Man page
uGARCHboot-class Man page
ugarchboot-methods Man page
ugarchboot,uGARCHfit-method Man page
ugarchboot,uGARCHspec-method Man page
ugarchdistribution Man page
ugarchdistribution,ANY-method Man page
uGARCHdistribution-class Man page
ugarchdistribution-methods Man page
ugarchdistribution,uGARCHfit-method Man page
ugarchdistribution,uGARCHspec-method Man page
ugarchfilter Man page
ugarchfilter,ANY-method Man page
uGARCHfilter-class Man page
ugarchfilter-methods Man page
ugarchfilter,uGARCHspec-method Man page
ugarchfit Man page
ugarchfit,ANY-method Man page
uGARCHfit-class Man page
ugarchfit-methods Man page
ugarchfit,uGARCHspec-method Man page
ugarchforecast Man page
ugarchforecast,ANY-method Man page
uGARCHforecast-class Man page
ugarchforecast-methods Man page
ugarchforecast,uGARCHfit-method Man page
ugarchforecast,uGARCHspec-method Man page
uGARCHmultifilter-class Man page
uGARCHmultifit-class Man page
uGARCHmultiforecast-class Man page
uGARCHmultispec-class Man page
ugarchpath Man page
ugarchpath,ANY-method Man page
uGARCHpath-class Man page
ugarchpath-methods Man page
ugarchpath,uGARCHspec-method Man page
ugarchroll Man page
ugarchroll,ANY-method Man page
uGARCHroll-class Man page
ugarchroll-methods Man page
ugarchroll,uGARCHspec-method Man page
ugarchsim Man page
ugarchsim,ANY-method Man page
uGARCHsim-class Man page
ugarchsim-methods Man page
ugarchsim,uGARCHfit-method Man page
ugarchspec Man page
ugarchspec,ANY-method Man page
uGARCHspec-class Man page
ugarchspec-methods Man page
uncmean Man page
uncmean,ANY-method Man page
uncmean,ARFIMAfilter-method Man page
uncmean,ARFIMAfit-method Man page
uncmean,ARFIMAspec-method Man page
uncmean,uGARCHfilter-method Man page
uncmean,uGARCHfit-method Man page
uncmean,uGARCHspec-method Man page
uncvariance Man page
uncvariance,ANY,ANY,ANY,ANY,ANY,ANY-method Man page
uncvariance,missing,numeric,character,character,ANY,ANY-method Man page
uncvariance,uGARCHfilter,missing,missing,missing,missing,missing Man page
uncvariance,uGARCHfit,missing,missing,missing,missing,missing-me Man page
uncvariance,uGARCHspec,missing,missing,missing,missing,missing-m Man page
VaRDurTest Man page
VaRloss Man page
VaRplot Man page
VaRTest Man page
vcov,ARFIMAfit-method Man page
vcov,uGARCHfit-method Man page

Files

rugarch
rugarch/inst
rugarch/inst/CITATION
rugarch/inst/rugarch.tests
rugarch/inst/rugarch.tests/rugarch.test12.R
rugarch/inst/rugarch.tests/rugarch.test2.R
rugarch/inst/rugarch.tests/rugarch.test1.R
rugarch/inst/rugarch.tests/rugarch.test3.R
rugarch/inst/rugarch.tests/rugarch.test10.R
rugarch/inst/rugarch.tests/rugarch.test9.R
rugarch/inst/rugarch.tests/rugarch.test4.R
rugarch/inst/rugarch.tests/rugarch.test5.R
rugarch/inst/rugarch.tests/rugarch.test7.R
rugarch/inst/rugarch.tests/rugarch.test13.R
rugarch/inst/rugarch.tests/rugarch.test6.R
rugarch/inst/rugarch.tests/runtests.R
rugarch/inst/rugarch.tests/rugarch.test8.R
rugarch/inst/rugarch.tests/rugarch.test11.R
rugarch/inst/COPYRIGHTS
rugarch/inst/doc
rugarch/inst/doc/Introduction_to_the_rugarch_package.pdf
rugarch/inst/doc/Introduction_to_the_rugarch_package.Rnw
rugarch/src
rugarch/src/Makevars
rugarch/src/distributions.c
rugarch/src/garchsim.h
rugarch/src/fracdiff.c
rugarch/src/garchmodels.c
rugarch/src/rugarch.h
rugarch/src/fracimport.f
rugarch/src/fracdiff.h
rugarch/src/filters.c
rugarch/src/garchsim.cpp
rugarch/src/nig.c
rugarch/src/Makevars.win
rugarch/src/gig.h
rugarch/src/distributions.h
rugarch/src/nig.h
rugarch/src/filters.h
rugarch/src/gig.c
rugarch/NAMESPACE
rugarch/data
rugarch/data/sp500ret.rda
rugarch/data/dmbp.rda
rugarch/data/dji30ret.rda
rugarch/data/spyreal.rda
rugarch/R
rugarch/R/arfima-classes.R rugarch/R/rugarch-realgarch.R rugarch/R/rugarch-sgarch.R rugarch/R/rugarch-fgarch.R rugarch/R/rugarch-lossfn.R rugarch/R/rugarch-graphs.R rugarch/R/rugarch-methods.R rugarch/R/rugarch-benchmarks.R rugarch/R/rugarch-bootstrap.R rugarch/R/rugarch-uncertainty.R rugarch/R/rugarch-egarch.R rugarch/R/rugarch-kappa.R rugarch/R/rugarch-numderiv.R rugarch/R/rugarch-series.R rugarch/R/arfima-methods.R rugarch/R/rugarch-multi.R rugarch/R/rugarch-imports.R rugarch/R/rugarch-gjrgarch.R rugarch/R/rugarch-distributions.R rugarch/R/rugarch-startpars.R rugarch/R/rugarch-rolling.R rugarch/R/arfima-main.R rugarch/R/rugarch-mcsgarch.R rugarch/R/rugarch-solvers.R rugarch/R/rugarch-plots.R rugarch/R/rugarch-cwrappers.R rugarch/R/rugarch-igarch.R rugarch/R/arfima-multi.R rugarch/R/rugarch-csgarch.R rugarch/R/rugarch-helperfn.R rugarch/R/rugarch-tests.R rugarch/R/rugarch-aparch.R rugarch/R/rugarch-cv.R rugarch/R/rugarch-armafor.R rugarch/R/rugarch-classes.R rugarch/R/zzz.R
rugarch/vignettes
rugarch/vignettes/ghyp1.png
rugarch/vignettes/rugarchbib.bib
rugarch/vignettes/fitplot.png
rugarch/vignettes/roll.png
rugarch/vignettes/boot_partial.png
rugarch/vignettes/Introduction_to_the_rugarch_package.Rnw
rugarch/vignettes/ghyp3.png
rugarch/vignettes/dist1.png
rugarch/vignettes/ghyp4.png
rugarch/vignettes/dist2.png
rugarch/vignettes/rugarch.tex
rugarch/vignettes/Introduction_to_the_rugarch_package.tex
rugarch/vignettes/dist11.png
rugarch/vignettes/dist3.png
rugarch/vignettes/ghyp2.png
rugarch/README.md
rugarch/MD5
rugarch/build
rugarch/build/vignette.rds
rugarch/DESCRIPTION
rugarch/ChangeLog
rugarch/man
rugarch/man/ugarchspec-methods.Rd rugarch/man/uGARCHmultiforecast-class.Rd rugarch/man/GARCHsim-class.Rd rugarch/man/VaRplot.Rd rugarch/man/ARFIMAmultispec-class.Rd rugarch/man/ARFIMAfit-class.Rd rugarch/man/mcs.Rd rugarch/man/uGARCHmultifilter-class.Rd rugarch/man/arfimafilter-methods.Rd rugarch/man/GARCHtests-class.Rd rugarch/man/ugarchdist.Rd rugarch/man/ugarchroll-methods.Rd rugarch/man/uGARCHroll-class.Rd rugarch/man/uGARCHspec-class.Rd rugarch/man/GARCHspec-class.Rd rugarch/man/dji30ret.Rd rugarch/man/ugarchboot-methods.Rd rugarch/man/ARFIMAdistribution-class.Rd rugarch/man/arfimafit-methods.Rd rugarch/man/DateTimeUtilities.Rd rugarch/man/ESTest.Rd rugarch/man/sp500ret.Rd rugarch/man/arfimaforecast-methods.Rd rugarch/man/arfimapath-methods.Rd rugarch/man/GARCHforecast-class.Rd rugarch/man/ARFIMAmultifit-class.Rd rugarch/man/ugarchpath-methods.Rd rugarch/man/arfimasim-methods.Rd rugarch/man/GARCHpath-class.Rd rugarch/man/arfimadistribution-methods.Rd rugarch/man/arfimaspec-methods.Rd rugarch/man/ARFIMApath-class.Rd rugarch/man/dmbp.Rd rugarch/man/ARFIMAsim-class.Rd rugarch/man/ARFIMAforecast-class.Rd rugarch/man/uGARCHfilter-class.Rd rugarch/man/arfimaroll-methods.Rd rugarch/man/arfimacv.Rd rugarch/man/uGARCHmultispec-class.Rd rugarch/man/GARCHdistribution-class.Rd rugarch/man/uGARCHpath-class.Rd rugarch/man/BerkowitzTest.Rd rugarch/man/uGARCHfit-class.Rd rugarch/man/GARCHboot-class.Rd rugarch/man/rugarch-package.Rd rugarch/man/uGARCHmultifit-class.Rd rugarch/man/ghyptransform.Rd rugarch/man/uGARCHforecast-class.Rd rugarch/man/ARFIMAmultifilter-class.Rd rugarch/man/ARFIMAfilter-class.Rd rugarch/man/multifit-methods.Rd rugarch/man/ugarchdistribution-methods.Rd rugarch/man/ARFIMAmultiforecast-class.Rd rugarch/man/ugarchbench.Rd rugarch/man/uGARCHdistribution-class.Rd rugarch/man/ugarchforecast-methods.Rd rugarch/man/ARFIMAroll-class.Rd rugarch/man/uGARCHboot-class.Rd rugarch/man/GARCHroll-class.Rd rugarch/man/HLTest.Rd rugarch/man/GARCHfit-class.Rd rugarch/man/GMMTest.Rd rugarch/man/ARFIMAspec-class.Rd rugarch/man/rGARCH-class.Rd rugarch/man/spyreal.Rd rugarch/man/ARFIMA-class.Rd rugarch/man/ugarchfilter-methods.Rd rugarch/man/autoarfima.Rd rugarch/man/ugarchfit-methods.Rd rugarch/man/VaRloss.Rd rugarch/man/uGARCHsim-class.Rd rugarch/man/ugarchsim-methods.Rd rugarch/man/multifilter-methods.Rd rugarch/man/DACTest.Rd rugarch/man/VaRTest.Rd rugarch/man/multiforecast-methods.Rd rugarch/man/multispec-methods.Rd rugarch/man/VaRDurTest.Rd rugarch/man/GARCHfilter-class.Rd
rugarch/.Rinstignore

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.