Man pages for RRegArch
General univariate ARCH models simulation and estimation
| ARGARCHData | A sample of 1000 AR-GARCH observations |
| meanSet | Set model conditional mean |
| modelSet | Set model for general regression with ARCH type residuals |
| NormData | A sample of 1000 N(2, 1) observations |
| RegArchFit | Fit the parameters of a general regression with ARCH type... |
| RegArchSim | Simulation of the model |
| residualsSet | Set conditional residuals for the model |
| varSet | Set conditional variance for general regression with ARCH... |
