class: GARCH Tests Class
GARCH High level inference and other tests class.
Objects from the Class
A virtual Class: No objects may be created from it.
No methods defined with class "GARCHtests" in the signature.
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- 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