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#################################################################################
##
## R package rugarch by Alexios Galanos Copyright (C) 2008-2022.
## This file is part of the R package rugarch.
##
## The R package rugarch is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## The R package rugarch is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
#################################################################################
# Not all test appear here yet.
.testattr = function(test = 1, subtest = "a"){
if(is.na(match(test, 1:9))) stop("\nInvalid test number (valid range is 1:9)")
alp = c("title", "a", "b", "c", "d", "e", "f", "g", "h")
zt = match(subtest, alp)
if(is.na(zt)) stop("\nInvalid subtest number (valid range is a:h)")
testdesc = vector(mode = "list", length = 8)
testdesc[[1]][1] = "ARFIMA Model Tests"
testdesc[[1]][2] = "Simulated Parameter Density"
testdesc[[1]][3] = "Fitting and Filtering"
testdesc[[1]][4] = "Unconditional Forecasting "
testdesc[[1]][5] = "Conditional Roll Forecast"
testdesc[[1]][6] = "Multi- Methods"
testdesc[[1]][7] = "Roll Method"
testdesc[[1]][8] = "Simulation"
testdesc[[1]][9] = "Small Benchmark"
testdesc[[2]][1] = "Fixed and Starting Parameter Tests"
testdesc[[2]][2] = "fGARCH[ALLGARCH]"
testdesc[[2]][3] = "eGARCH"
testdesc[[2]][4] = "apARCH"
testdesc[[2]][5] = "gjrGARCH"
testdesc[[2]][6] = "sGARCH"
testdesc[[3]][1] = "Fitting and Filtering Tests"
testdesc[[3]][2] = "fGARCH"
testdesc[[3]][3] = "sGARCH"
testdesc[[3]][4] = "apARCH"
testdesc[[3]][5] = "sGARCH, iGARCH & apARCH (Filtering)"
testdesc[[4]][1] = "Forecast Tests"
testdesc[[4]][2] = "sGARCH"
testdesc[[4]][3] = "ARFIMA-ARCHM-sGARCH"
testdesc[[4]][4] = "ARFIMA-ARCHM-gjrGARCH"
testdesc[[4]][5] = "Forecast Performance Measures"
testdesc[[5]][1] = "Simulation Tests"
testdesc[[5]][2] = "sGARCH"
testdesc[[5]][3] = "eGARCH"
testdesc[[5]][4] = "ARFIMA-sGARCH"
testdesc[[6]][1] = "Path Simulation Tests"
testdesc[[6]][2] = "sGARCH"
testdesc[[6]][3] = "gjrGARCH"
testdesc[[6]][4] = "eGARCH"
testdesc[[6]][5] = "apARCH"
testdesc[[6]][6] = "fGARCH/NAGARCH)"
testdesc[[6]][7] = "fGARCH/NGARCH"
testdesc[[6]][8] = "fGARCH/AVGARCH"
testdesc[[7]][1] = "Roll Tests"
testdesc[[7]][2] = "Roll Test (apARCH)"
testdesc[[7]][3] = "Roll and Resume Test"
testdesc[[8]][1] = "Parameter Distribution Tests"
testdesc[[8]][2] = "fGARCH/NAGARCH (Non recursive)"
testdesc[[8]][3] = "fGARCH/ALLGARCH (recursive)"
testdesc[[8]][4] = "ARFIMA-GARCH Simulation/Fitting Checks"
if(is.na(testdesc[[test]][zt])) stop(paste("\nInvalid subtest number (valid range is a:", alp[length(testdesc[[test]])], ")", sep=""))
ans = paste(testdesc[[test]][1],": ", testdesc[[test]][zt], sep = "")
return(ans)
}
rugarch.runtests = function(test = 1, subtest = "a", wdir = getwd(), cluster = NULL)
{
tmp = try(setwd(wdir), silent = TRUE)
if(inherits(tmp, "try-error")) stop("\nInvalid wdir...")
tat = .testattr(test, subtest)
cat("\n")
cat(tat)
cat("\n")
tstname = paste("rugarch.test", test, subtest,"(cluster)", sep="")
ans = eval(parse(text=tstname))
return(ans)
}
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