API for tsgarch
Univariate GARCH Models
| Global functions | |
|---|---|
| +.tsgarch.spec | Man page |
| .aparchfilter | Source code |
| .aparchsimvec | Source code |
| .cgarchfilter | Source code |
| .cgarchsimvec | Source code |
| .check_y_filter | Source code |
| .distribution_abb | Source code |
| .egarch_moment_prod_approx | Source code |
| .egarchfilter | Source code |
| .egarchsimvec | Source code |
| .embed | Source code |
| .embed_vector | Source code |
| .equation_aparch | Source code |
| .equation_cgarch | Source code |
| .equation_egarch | Source code |
| .equation_fgarch | Source code |
| .equation_garch | Source code |
| .equation_gjrgarch | Source code |
| .equation_igarch | Source code |
| .equation_regressors | Source code |
| .estimate_garch_model | Source code |
| .estimate_garch_model_scaled | Source code |
| .fgarchfilter | Source code |
| .fgarchsimvec | Source code |
| .filter.tsgarch.estimate | Source code |
| .filter.tsgarch.spec | Source code |
| .filter_model_values | Source code |
| .forecast_dates | Source code |
| .garchfilter | Source code |
| .garchsimvec | Source code |
| .ged_aparch_moment | Source code |
| .ged_aparch_moment_jacobian | Source code |
| .ged_egarch_moment | Source code |
| .ged_gjrgarch_moment | Source code |
| .gh_aparch_moment | Source code |
| .gh_egarch_moment | Source code |
| .gh_gjrgarch_moment | Source code |
| .ghst_aparch_moment | Source code |
| .ghst_egarch_moment | Source code |
| .ghst_gjrgarch_moment | Source code |
| .gjrgarchfilter | Source code |
| .gjrsimvec | Source code |
| .is_positive_definite | Source code |
| .jsu_aparch_moment | Source code |
| .jsu_egarch_moment | Source code |
| .jsu_gjrgarch_moment | Source code |
| .lag_vector | Source code |
| .make_positive_definite | Source code |
| .merge_data | Source code |
| .modelspec.tsgarch.estimate | Source code |
| .modelspec.tsgarch.spec | Source code |
| .newsimpact_aparch | Source code |
| .newsimpact_cgarch | Source code |
| .newsimpact_egarch | Source code |
| .newsimpact_fgarch | Source code |
| .newsimpact_garch | Source code |
| .newsimpact_gjrgarch | Source code |
| .newsimpact_igarch | Source code |
| .nig_aparch_moment | Source code |
| .nig_egarch_moment | Source code |
| .nig_gjrgarch_moment | Source code |
| .norm_aparch_moment | Source code |
| .norm_aparch_moment_jacobian | Source code |
| .norm_egarch_moment | Source code |
| .norm_gjrgarch_moment | Source code |
| .parameters_aparch | Source code |
| .parameters_cgarch | Source code |
| .parameters_egarch | Source code |
| .parameters_ewma | Source code |
| .parameters_fgarch | Source code |
| .parameters_garch | Source code |
| .parameters_gjrgarch | Source code |
| .parameters_igarch | Source code |
| .persistence | Source code |
| .persistence_aparch | Source code |
| .persistence_cgarch | Source code |
| .persistence_egarch | Source code |
| .persistence_fgarch | Source code |
| .persistence_garch | Source code |
| .persistence_gjrgarch | Source code |
| .predict_aparch | Source code |
| .predict_cgarch | Source code |
| .predict_egarch | Source code |
| .predict_egarch_analytic | Source code |
| .predict_fgarch | Source code |
| .predict_garch | Source code |
| .predict_gjrgarch | Source code |
| .print_flextable | Source code |
| .print_screen | Source code |
| .process_filter_regressors | Source code |
| .process_prediction_regressors | Source code |
| .sample_rows | Source code |
| .sged_aparch_moment | Source code |
| .sged_egarch_moment | Source code |
| .sged_gjrgarch_moment | Source code |
| .sigma_bar | Source code |
| .simulate_aparch | Source code |
| .simulate_cgarch | Source code |
| .simulate_egarch | Source code |
| .simulate_fgarch | Source code |
| .simulate_garch | Source code |
| .simulate_gjrgarch | Source code |
| .simulate_igarch | Source code |
| .snorm_aparch_moment | Source code |
| .snorm_egarch_moment | Source code |
| .snorm_gjrgarch_moment | Source code |
| .spec2newspec | Source code |
| .sstd_aparch_moment | Source code |
| .sstd_egarch_moment | Source code |
| .sstd_gjrgarch_moment | Source code |
| .std_aparch_moment | Source code |
| .std_aparch_moment_jacobian | Source code |
| .std_egarch_moment | Source code |
| .std_gjrgarch_moment | Source code |
| .tmb_initialize_model | Source code |
| .unconditional_aparch | Source code |
| .unconditional_cgarch | Source code |
| .unconditional_egarch | Source code |
| .unconditional_egarch_analytical | Source code |
| .unconditional_egarch_simulation | Source code |
| .unconditional_fgarch | Source code |
| .unconditional_garch | Source code |
| .unconditional_gjrgarch | Source code |
| .vreg_bar | Source code |
| AIC | Man page |
| AIC.tsgarch.estimate | Man page |
| BIC | Man page |
| BIC.tsgarch.estimate | Man page |
| `+.tsgarch.spec` | Source code |
| active_constraints_group | Source code |
| aparch_moment | Source code |
| as_flextable | Man page |
| as_flextable.benchmark | Man page |
| as_flextable.benchmark.fcp | Man page Source code |
| as_flextable.benchmark.laurent | Man page Source code |
| as_flextable.summary.tsgarch.estimate | Man page |
| backcast_variance | Source code |
| benchmark_fcp | Man page Source code |
| benchmark_laurent | Man page Source code |
| bread | Man page |
| bread.tsgarch.estimate | Man page Source code |
| calendar_eom | Source code |
| cgarch_inequality | Source code |
| cgarch_inequality_jacobian | Source code |
| check_newxreg | Source code |
| check_xreg | Source code |
| coef | Man page |
| coef.tsgarch.estimate | Man page Source code |
| confint | Man page |
| confint.tsgarch.estimate | Man page Source code |
| distribution_abb | Source code |
| distribution_class | Source code |
| distribution_parameters | Source code |
| dmbp | Man page |
| egarch_moment | Source code |
| estfun | Man page |
| estfun.tsgarch.estimate | Man page Source code |
| estimate | Man page |
| estimate.tsgarch.multispec | Man page Source code |
| estimate.tsgarch.spec | Man page Source code |
| extract_model_values | Source code |
| fcp_benchmark_data | Source code |
| fgarch_moment | Source code |
| fitted | Man page |
| fitted.tsgarch.estimate | Man page Source code |
| fitted.tsgarch.multi_estimate | Man page Source code |
| future_dates | Source code |
| garch_bootstrap | Source code |
| garch_fun | Source code |
| garch_grad | Source code |
| garch_hess | Source code |
| garch_modelspec | Man page Source code |
| get_group_parameters | Source code |
| gjr_inequality | Source code |
| gjr_inequality_jacobian | Source code |
| gjr_pairwise_inequality | Source code |
| gjrgarch_moment | Source code |
| halflife | Man page |
| halflife.tsgarch.estimate | Man page |
| initialize_data | Source code |
| initialize_parameters | Source code |
| initialize_states | Source code |
| initialize_variance | Source code |
| laurent_benchmark_data | Source code |
| likelihood_fun | Source code |
| linear_equality | Source code |
| linear_equality_jacobian | Source code |
| linear_inequality | Source code |
| linear_inequality_jacobian | Source code |
| logLik | Man page |
| logLik.tsgarch.estimate | Man page Source code |
| log_relative_error | Source code |
| meatHAC_tsgarch | Source code |
| meat_tsgarch | Source code |
| newsimpact | Man page |
| newsimpact.tsgarch.estimate | Man page |
| nikkei | Man page |
| nloptr_fast_options | Man page Source code |
| nloptr_global_options | Man page Source code |
| nloptr_options | Man page |
| nobs | Man page |
| nobs.tsgarch.estimate | Man page |
| nonlinear_inequality | Source code |
| nonlinear_inequality_jacobian | Source code |
| omega | Man page |
| omega.tsgarch.estimate | Man page |
| omega.tsgarch.spec | Man page |
| persistence | Man page |
| persistence.tsgarch.estimate | Man page |
| persistence.tsgarch.spec | Man page |
| pit | Man page |
| pit.tsgarch.estimate | Man page |
| plot.tsgarch.estimate | Man page |
| plot.tsgarch.newsimpact | Man page |
| predict | Man page |
| predict.tsgarch.estimate | Man page |
| print.summary.tsgarch.estimate | Man page |
| print.summary.tsgarch.profile | Man page Source code |
| reexports | Man page |
| residuals | Man page |
| residuals.tsgarch.estimate | Man page Source code |
| residuals.tsgarch.multi_estimate | Man page Source code |
| sample_block | Source code |
| sampling_frequency | Source code |
| score_function | Source code |
| setup_garch_constraints | Source code |
| setup_prediction | Source code |
| sigma | Man page |
| sigma.tsgarch.estimate | Man page Source code |
| sigma.tsgarch.multi_estimate | Man page Source code |
| simulate | Man page |
| simulate.tsgarch.spec | Man page |
| simulated_distribution | Source code |
| solve_model | Source code |
| solver_conditions | Source code |
| summary | Man page |
| summary.tsgarch.estimate | Man page Source code |
| summary.tsgarch.profile | Man page Source code |
| to_multi_estimate | Man page Source code |
| tsbacktest | Man page |
| tsbacktest.tsgarch.spec | Man page Source code |
| tscombine.garch_modelspec | Source code |
| tsequation | Man page |
| tsequation.tsgarch.estimate | Man page |
| tsfilter | Man page |
| tsfilter.tsgarch.estimate | Man page |
| tsfilter.tsgarch.spec | Man page |
| tsgarch | Man page |
| tsgarch-package | Man page |
| tsprofile | Man page |
| tsprofile.tsgarch.spec | Man page Source code |
| unconditional | Man page |
| unconditional.tsgarch.estimate | Man page |
| unconditional.tsgarch.spec | Man page |
| valid_distributions | Source code |
| valid_garch_models | Source code |
| variance_target | Source code |
| vcov | Man page |
| vcov.tsgarch.estimate | Man page Source code |
