Man pages for KevinKotze/tsm
Time Series Modelling
| ac | Autocorrelation and partial autocorrelation function. |
| archTest | Perform Lagrange Multiplier Test for ARCH effect of a time... |
| bnd | Beveridge-Nelson decomposition |
| cc | Cross correlation function that considers the relationship... |
| cw | Clark-West (2007) approximate normality tests for equal... |
| dif | Returns lagged and differenced data where input and output... |
| Egarch | Estimation of an EGARCH(1,1) model. Assume normal... |
| garch11FIT | Auxillary function for fitting GARCH model. |
| garchM | Estimation of a Gaussian GARCH-in-Mean with GARCH(1,1) model. |
| glkM | Auxillary function for reporting of GARCH-M results. |
| glkn | Auxillary function for reporting of NGARCH results. |
| gts_ur | General-to-Specific application of Dickey-Fuller (1981) Test. |
| Igarch | Estimation of a Gaussian IGARCH(1,1) model. |
| leadlag | Plot leading and lagging correlations |
| Ngarch | Estimation of a non-symmertic GARCH that takes the form... |
| nw | Newey-West HAC covariance estimator. |
| ResiVol | Auxillary function for reporting of GARCH-M results. |
| round2 | Round numbers following normal convention. |
