Man pages for TrungLeVn/SgtAcd
Autoregressive Density Model with Skewed Generalized Student-t distribution
| acdfilter | Filtering new data |
| acdfit | Model Estimation |
| acdforecast | Autoregressive Conditional Density model forecast |
| acdforecastLong | Autoregressive Conditional Density model forecast |
| acdpath | ACD simulated path |
| acdsim | ACD simulation |
| acdspec | Model specification |
| exptransform1 | Exponential Transformation |
| exptransform2 | Exponential Transformation |
| getspecacd | Get model specification |
| logtransform | Log Transformation |
| setboundsacd | Set bounds for conditional density distribution |
| setfixedacd | Set fixed parameters |
| setstartacd | Set starting values for a model specification |
| TinY | Distribution bounds |
