ac | Autocorrelation and partial autocorrealtion function. |
archTest | Perform Lagrange Multiplier Test for ARCH effect of a time... |
bnd | Beveridge-Nelson decomposition |
cw | Clark-West (2007) approximate normality tests for equal... |
Egarch | Estimation of an EGARCH(1,1) model. Assume normal... |
garchM | Estimation of a Gaussian GARCH-in-Mean with GARCH(1,1) model. |
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. |
round2 | Round numbers following normal convention. |
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