Man pages for RRegArch
General univariate ARCH models simulation and estimation

ARGARCHDataA sample of 1000 AR-GARCH observations
meanSetSet model conditional mean
modelSetSet model for general regression with ARCH type residuals
NormDataA sample of 1000 N(2, 1) observations
RegArchFitFit the parameters of a general regression with ARCH type...
RegArchSimSimulation of the model
residualsSetSet conditional residuals for the model
varSetSet conditional variance for general regression with ARCH...
RRegArch documentation built on May 2, 2019, 4:59 p.m.