Models: Predefined Time-Series Models

Description Usage Arguments

Description

Creates a tsModel-class object representing a time-series model

Usage

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getARMA(spec = list(ar.order = NA, ma.order = NA))

getAR(spec = list(ar.order = 1))

getMA(spec = list(ma.order = 1))

getNoise()

getGARCH(spec = list(alpha = 1, beta = 1))

getARCH(spec = list(alpha = 1))

getEGARCH(spec = list(alpha = 1, beta = 1))

getARMA_GARCH(spec = list(ar = 1, ma = 1, alpha = 1, beta = 1))

Arguments

spec

a list specifying the structure of the parameters of the model


stefanbirr/QPBoot documentation built on May 30, 2019, 10:43 a.m.