API for rumidas
Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
| Global functions | |
|---|---|
| DAGM_2M_cond_vol | Man page Source code |
| DAGM_2M_cond_vol_no_skew | Man page Source code |
| DAGM_2M_loglik | Man page Source code |
| DAGM_2M_loglik_no_skew | Man page Source code |
| DAGM_2M_long_run | Man page Source code |
| DAGM_2M_long_run_no_skew | Man page Source code |
| DAGM_X_cond_vol | Man page Source code |
| DAGM_X_cond_vol_no_skew | Man page Source code |
| DAGM_X_loglik | Man page Source code |
| DAGM_X_loglik_no_skew | Man page Source code |
| DAGM_X_long_run_vol | Man page Source code |
| DAGM_X_long_run_vol_no_skew | Man page Source code |
| DAGM_cond_vol | Man page Source code |
| DAGM_cond_vol_no_skew | Man page Source code |
| DAGM_loglik | Man page Source code |
| DAGM_loglik_no_skew | Man page Source code |
| DAGM_long_run_vol | Man page Source code |
| DAGM_long_run_vol_no_skew | Man page Source code |
| GM_2M_cond_vol | Man page Source code |
| GM_2M_cond_vol_no_skew | Man page Source code |
| GM_2M_loglik | Man page Source code |
| GM_2M_loglik_no_skew | Man page Source code |
| GM_2M_long_run_vol | Man page Source code |
| GM_2M_long_run_vol_no_skew | Man page Source code |
| GM_X_cond_vol | Man page Source code |
| GM_X_cond_vol_no_skew | Man page Source code |
| GM_X_loglik | Man page Source code |
| GM_X_loglik_no_skew | Man page Source code |
| GM_X_long_run_vol | Man page Source code |
| GM_X_long_run_vol_no_skew | Man page Source code |
| GM_cond_vol | Man page Source code |
| GM_cond_vol_no_skew | Man page Source code |
| GM_loglik | Man page Source code |
| GM_loglik_no_skew | Man page Source code |
| GM_long_run_vol | Man page Source code |
| GM_long_run_vol_no_skew | Man page Source code |
| Inf_criteria | Man page Source code |
| LF_f | Man page Source code |
| MEM_MIDAS_X_loglik | Man page Source code |
| MEM_MIDAS_X_loglik_no_skew | Man page Source code |
| MEM_MIDAS_X_lr_pred | Man page Source code |
| MEM_MIDAS_X_lr_pred_no_skew | Man page Source code |
| MEM_MIDAS_X_pred | Man page Source code |
| MEM_MIDAS_X_pred_no_skew | Man page Source code |
| MEM_MIDAS_loglik | Man page Source code |
| MEM_MIDAS_loglik_no_skew | Man page Source code |
| MEM_MIDAS_lr_pred | Man page Source code |
| MEM_MIDAS_lr_pred_no_skew | Man page Source code |
| MEM_MIDAS_pred | Man page Source code |
| MEM_MIDAS_pred_no_skew | Man page Source code |
| MEM_QMLE_sd | Man page Source code |
| MEM_X_loglik | Man page Source code |
| MEM_X_loglik_no_skew | Man page Source code |
| MEM_X_pred | Man page Source code |
| MEM_X_pred_no_skew | Man page Source code |
| MEM_loglik | Man page Source code |
| MEM_loglik_no_skew | Man page Source code |
| MEM_pred | Man page Source code |
| MEM_pred_no_skew | Man page Source code |
| QMLE_sd | Man page Source code |
| beta_function | Man page Source code |
| exp_almon | Man page Source code |
| indpro | Man page |
| multi_step_ahead_pred | Man page Source code |
| mv_into_mat | Man page Source code |
| print.rumidas | Man page Source code |
| rv5 | Man page |
| sp500 | Man page |
| sum_X_f | Man page Source code |
| summary.rumidas | Man page Source code |
| ugmfit | Man page Source code |
| umemfit | Man page Source code |
| vix | Man page |
