rgarch: Flexible GARCH modelling in R

ARFIMA, in-mean, external regressors and various GARCH flavours, with methods for fit, forecast, simulation, inference and plotting.

Package details

AuthorAlexios Ghalanos <alexios@4dscape.com>
MaintainerAlexios Ghalanos <alexios@4dscape.com>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("rgarch", repos="http://R-Forge.R-project.org")

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rgarch documentation built on May 2, 2019, 5:22 p.m.