Man pages for KevinKotze/tsm
Time Series Modelling

acAutocorrelation and partial autocorrealtion function.
archTestPerform Lagrange Multiplier Test for ARCH effect of a time...
bndBeveridge-Nelson decomposition
cwClark-West (2007) approximate normality tests for equal...
EgarchEstimation of an EGARCH(1,1) model. Assume normal...
garchMEstimation of a Gaussian GARCH-in-Mean with GARCH(1,1) model.
gts_urGeneral-to-Specific application of Dickey-Fuller (1981) Test.
IgarchEstimation of a Gaussian IGARCH(1,1) model.
leadlagPlot leading and lagging correlations
NgarchEstimation of a non-symmertic GARCH that takes the form...
nwNewey-West HAC covariance estimator.
round2Round numbers following normal convention.
KevinKotze/tsm documentation built on Nov. 1, 2017, 5:50 a.m.