Man pages for sebinum/baqgarchutil
Analyse a Fitted baqGARCH Model
| baq_nifunction | News Impact on Conditional Variance |
| baq_niplot | Plot News Impact on Conditional Variance |
| diag_dufour_roy | Rank-Based Test for Serial Correlation |
| diag_ljung_box | Ljung-Box Test for Serial Correlation |
| diag_mv_ch_model | Multivariate Conditional Heteroscedasticity Model Checking |
| diag_std_et | Standardized Univariate Series e_t |
| diag_std_et_cnd | Standardized Series e_t for Diagnostics |
| is.baq_nif | Reports whether x is a baq_nif object |
| is.std_et | Reports whether x is a std_et object |
| is.std_et_cnd | Reports whether x is a std_et_cnd object |
| mv_ch_tests | Multivariate Conditional Heteroscedasticity (ARCH) Tests |
| print.baq_nif | Reports whether x is a baq_nif object |
