Man pages for matthewclegg/partialCI
Partial Cointegration

fit.pciFits the partial cointegration model to a collection of time...
hedge.pciSearches for a partially cointegrated hedge for a given time...
likelihood_ratio.pciComputes the likelihood ratio of the partially cointegrated...
loglik.pciComputes the log likelihood of a partially cointegrated model
multigetYahooPricesFetches closing prices of multiple stock tickers
partialCI-packagePartial Cointegration
rpciGenerates a random instance of a partial cointegration model
statehistory.pciGenerates the sequence of inferred states of a partial...
test.pciTests the goodness of fit of a partial cointegration model
which.hypothesis.pcitestReturns the preferred hypothesis when testing for partial...
yfit.pciFetch series from Yahoo and perform a partial cointegration...
yhedge.pciHedge portfolio for a stock price series
matthewclegg/partialCI documentation built on May 21, 2017, 9:57 p.m.