coef.VLSTAR | Coefficient method for objects of class VLSTAR |
loglike | Multivariate log-likelihood |
logLik.VLSTAR | Log-Likelihood method |
lrvarbart | Long-run variance using Bartlett kernel |
multiCUMSUM | Multivariate CUMSUM test |
plot.VLSTAR | Plot methods for a VLSTAR object |
plot.vlstarpred | Plot methods for a vlstarpred object |
predict.VLSTAR | VLSTAR Prediction |
print.VLSTAR | Print method for objects of class VLSTAR |
rcov | Realized Covariance |
Realized | Monthly time series used to test VLSTAR models. |
Sample5minutes | Ten simulated prices series for 19 trading days in January... |
SSQ | Sum of squared error |
startingVLSTAR | Starting parameters for a VLSTAR model |
summary.VLSTAR | Summary method for objects of class VLSTAR |
techprices | Daily closing prices of 3 tech stocks. |
VLSTAR | VLSTAR- Estimation |
VLSTARjoint | Joint linearity test |
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