API for rgarch
Flexible GARCH modelling in R

Global functions
ARFIMA-class Man page
ARFIMAdistribution-class Man page
ARFIMAfilter-class Man page
ARFIMAfit-class Man page
ARFIMAforecast-class Man page
ARFIMAfpm-class Man page
ARFIMAmultifilter-class Man page
ARFIMAmultifit-class Man page
ARFIMAmultiforecast-class Man page
ARFIMAmultispec-class Man page
ARFIMApath-class Man page
ARFIMAroll-class Man page
ARFIMAsim-class Man page
ARFIMAspec-class Man page
BerkowitzLR Man page Source code
CArrange Source code
DACTest Man page Source code
DCCfilter-class Man page
DCCfit-class Man page
DCCforecast-class Man page
DCCroll-class Man page
DCCsim-class Man page
DCCspec-class Man page
DM.test Source code
DistributionBounds Source code
ForwardDates Man page Source code Source code
ForwardDates,ANY-method Man page
ForwardDates,character-method Man page
ForwardDates-method Man page
GARCHboot-class Man page
GARCHdistribution-class Man page
GARCHfilter-class Man page
GARCHfit-class Man page
GARCHforecast-class Man page
GARCHpath-class Man page
GARCHroll-class Man page
GARCHsim-class Man page
GARCHspec-class Man page
GARCHtests-class Man page
Heaviside Source code
Kendall Source code
LR.cc Source code
LR.cc.test Source code
LR.uc Source code
Pconstruct Source code
Pdeconstruct Source code
Spearman Source code
VaRplot Source code
VaRreport Source code
WeekDayDummy Man page Source code Source code
WeekDayDummy,ANY-method Man page
WeekDayDummy,character-method Man page
WeekDayDummy-methods Man page
abind Source code
afunE Source code
anstgarchcon Source code
anstgarchni Source code
anstgarchstart Source code
aparchKappa Source code
aparchLLH Source code
aparchcon Source code
aparchfilter Source code
aparchfit Source code
aparchfitC Source code
aparchforecast Source code
aparchforecast2 Source code
aparchni Source code
aparchpath Source code
aparchpath1 Source code
aparchpath2 Source code
aparchsim Source code
aparchsim1 Source code
aparchsim2 Source code
aparchsimC Source code
aparchspec Source code
aparchstart Source code
archlmtest Source code
arfimaLLH Source code
arfimabootdf Source code
arfimadistdf Source code
arfimadistribution Man page Source code Source code
arfimadistribution,ANY-method Man page
arfimadistribution,ARFIMAfit-method Man page
arfimadistribution,ARFIMAspec-method Man page
arfimadistribution-methods Man page
arfimaf Source code
arfimafilter Man page Source code Source code
arfimafilter,ANY-method Man page
arfimafilter,ARFIMAspec-method Man page
arfimafilter-methods Man page
arfimafilterLikelihood Source code
arfimafiltercoef Source code
arfimafilterdf Source code
arfimafiltered Source code
arfimafilterresids Source code
arfimafit Man page Source code Source code
arfimafit,ANY-method Man page
arfimafit,ARFIMAspec-method Man page
arfimafit-methods Man page
arfimafitC Source code
arfimafitLikelihood Source code
arfimafitcoef Source code
arfimafitdf Source code
arfimafitresids Source code
arfimafitted Source code
arfimaforar Source code
arfimafordf Source code
arfimafordf1 Source code
arfimafordf2 Source code
arfimafordfall Source code
arfimaforecast Man page Source code Source code
arfimaforecast,ANY-method Man page
arfimaforecast,ARFIMAfit-method Man page
arfimaforecast,ARFIMAspec-method Man page
arfimaforecast-methods Man page
arfimaforecast2 Source code
arfimaforlist Source code
arfimafpmdf Source code
arfimainfocriteria Source code
arfimamultifilterLikelihood Source code
arfimamultifiltercoef Source code
arfimamultifiltered Source code
arfimamultifilterresids Source code
arfimamultifitLikelihood Source code
arfimamultifitcoef Source code
arfimamultifitresids Source code
arfimamultifitted Source code
arfimamultiforarray Source code
arfimamultiforlist Source code
arfimapath Man page Source code Source code
arfimapath,ANY-method Man page
arfimapath,ARFIMAspec-method Man page
arfimapath-methods Man page
arfimapathdf Source code
arfimaroll Man page Source code Source code
arfimaroll,ANY-method Man page
arfimaroll,ARFIMAspec-method Man page
arfimaroll-methods Man page
arfimarolldf Source code
arfimarollreport Source code
arfimasim Man page Source code Source code
arfimasim,ANY-method Man page
arfimasim,ARFIMAfit-method Man page
arfimasim-methods Man page
arfimasimdf Source code
arfimaspec Man page Source code Source code
arfimaspec,ANY-method Man page
arfimaspec-methods Man page
arfimastart Source code
arfimaxfilter Source code
arfimaxfilterx Source code
arfimaxsim Source code
arma2dplot Source code
armaf Source code
armaroots Source code
armaxsim Source code
as.ARFIMAforecast Man page Source code
as.ARFIMAforecast,ANY-method Man page
as.ARFIMAforecast,ARFIMAroll-method Man page
as.array,ARFIMAforecast-method Man page
as.array,ARFIMAmultiforecast-method Man page
as.array,uGARCHforecast-method Man page
as.array,uGARCHmultiforecast-method Man page
as.data.frame,ARFIMAdistribution-method Man page
as.data.frame,ARFIMAfilter-method Man page
as.data.frame,ARFIMAfit-method Man page
as.data.frame,ARFIMAforecast-method Man page
as.data.frame,ARFIMAfpm-method Man page
as.data.frame,ARFIMApath-method Man page
as.data.frame,ARFIMAroll-method Man page
as.data.frame,ARFIMAsim-method Man page
as.data.frame,goGARCHfilter-method Man page
as.data.frame,goGARCHfit-method Man page
as.data.frame,uGARCHboot-method Man page
as.data.frame,uGARCHdistribution-method Man page
as.data.frame,uGARCHfilter-method Man page
as.data.frame,uGARCHfit-method Man page
as.data.frame,uGARCHforecast-method Man page
as.data.frame,uGARCHfpm-method Man page
as.data.frame,uGARCHpath-method Man page
as.data.frame,uGARCHroll-method Man page
as.data.frame,uGARCHsim-method Man page
as.dfgofilter Source code
as.dfgofit Source code
as.list,ARFIMAforecast-method Man page
as.list,ARFIMAmultiforecast-method Man page
as.list,uGARCHmultiforecast-method Man page
as.uGARCHforecast Man page Source code
as.uGARCHforecast,ANY-method Man page
as.uGARCHforecast,uGARCHroll-method Man page
bandwidth.nrd Source code
besselRatio Source code
box.test Source code
boxcoxtransform Source code
cGARCHfilter-class Man page
cGARCHfit-class Man page
cGARCHsim-class Man page
cGARCHspec-class Man page
cfinv Source code
cgarchcvar Source code
cgarchderiv Source code
cgarchfilter Man page Source code Source code
cgarchfilter,ANY-method Man page
cgarchfilter,cGARCHspec-method Man page
cgarchfilter.norm Source code
cgarchfilter.student Source code
cgarchfilter.tvnorm Source code
cgarchfilter.tvstudent Source code
cgarchfit Man page Source code Source code
cgarchfit,ANY-method Man page
cgarchfit,cGARCHspec-method Man page
cgarchfit.norm Source code
cgarchfit.student Source code
cgarchfit.tvnorm Source code
cgarchfit.tvstudent Source code
cgarchfullLLH Source code
cgarchsim Man page Source code Source code
cgarchsim,ANY-method Man page
cgarchsim,cGARCHfit-method Man page
cgarchsim1 Source code
cgarchsim2 Source code
cgarchspec Man page Source code Source code
cgarchspec,ANY-method Man page
cgarchspec,uGARCHmultispec-method Man page
coef,ARFIMAfilter-method Man page
coef,ARFIMAfit-method Man page
coef,ARFIMAmultifilter-method Man page
coef,ARFIMAmultifit-method Man page
coef,DCCfilter-method Man page
coef,DCCfit-method Man page
coef,DCCroll-method Man page
coef,cGARCHfilter-method Man page
coef,cGARCHfit-method Man page
coef,goGARCHfilter-method Man page
coef,goGARCHfit-method Man page
coef,uGARCHfilter-method Man page
coef,uGARCHfit-method Man page
coef,uGARCHmultifilter-method Man page
coef,uGARCHmultifit-method Man page
coef.cgarchfilter Source code
coef.cgarchfit Source code
coef.dccfilter Source code
coef.dccfit Source code
coef.dccroll Source code
cokurt.ind Source code
cokurt.sigma Source code
colorgradient Source code Source code
combn Source code
commbench Source code
convolution Man page Source code
convolution,goGARCHfilter-method Man page
convolution,goGARCHfit-method Man page
convolution,goGARCHforecast-method Man page
convolution,goGARCHroll-method Man page
convolution,goGARCHsim-method Man page
convolution.gogarchfilter Source code
convolution.gogarchfit Source code
convolution.gogarchforecast Source code
convolution.gogarchroll Source code
convolution.gogarchsim Source code
convolve.gh Source code
convolve.nig Source code
convolve.norm Source code
convolve.roll.mn Source code
convolve.roll.nig Source code
copula.normalLLH Source code
copula.studentLLH Source code
copula.tvnormalLLH Source code
copula.tvstudentLLH Source code
copulacon Source code
copulagetcontrol Source code
copulagosolnpctrl Source code
copulagosolnpsolver Source code
copulalbfgsctrl Source code
copulalbfgssolver Source code
copulanlminbctrl Source code
copulanlminbsolver Source code
copulasolnpctrl Source code
copulasolnpsolver Source code
copulasolver Source code
copulastart Source code
cor2cov Source code
coskew.ind Source code
coskew.sigma Source code
csimpsum Source code
custzdist Source code
dcc.symcheck Source code
dcccon Source code
dccfilter Man page Source code Source code
dccfilter,ANY-method Man page
dccfilter,DCCspec-method Man page
dccfilter.laplace Source code
dccfilter.norm Source code
dccfilter.student Source code
dccfilterspec1 Source code
dccfilterspec2 Source code
dccfit Man page Source code Source code
dccfit,ANY-method Man page
dccfit,DCCspec-method Man page
dccfit.laplace Source code
dccfit.norm Source code
dccfit.student Source code
dccforecast Man page Source code Source code
dccforecast,ANY-method Man page
dccforecast,DCCfit-method Man page
dccforecastm Source code
dccforecastn Source code
dccgetcontrol Source code
dccgosolnpctrl Source code
dccgosolnpsolver Source code
dcchessian Source code
dccinfocriteria.filter Source code
dccinfocriteria.fit Source code
dcclbfgsctrl Source code
dcclbfgssolver Source code
dccmakefiltermodel Source code
dccmakefitmodel Source code
dccnlminbctrl Source code
dccnlminbsolver Source code
dccparidx Source code
dccroll Man page Source code
dccroll,ANY-method Man page
dccroll,DCCspec-method Man page
dccsim Man page Source code
dccsim,ANY-method Man page
dccsim,DCCfit-method Man page
dccsim,DCCspec-method Man page
dccsim.fit Source code
dccsim.spec Source code
dccsim1.laplace Source code
dccsim1.norm Source code
dccsim1.student Source code
dccsim2.laplace Source code
dccsim2.norm Source code
dccsim2.student Source code
dccsimf Source code
dccsolnpctrl Source code
dccsolnpsolver Source code
dccsolver Source code
dccspec Man page Source code Source code
dccspec,ANY-method Man page
dccspec,uGARCHmultispec-method Man page
dccstart Source code
dcgarch Source code
dcintmoments Source code
dcopula.gauss Source code
dcopula.student Source code
ddensity Source code
ddist Man page Source code
deltaKappaGH Source code
densityoverlay Source code
densityoverlay2 Source code
dexkurtosis Source code
dfft Man page Source code Source code
dfft,goGARCHfft-method Man page
dfft.mn Source code
dfft.num Source code
dfun Source code
dged Source code
dgh Source code
dist2dplot Source code
distplot Source code
divisortable Source code
dji30ret Man page
djsu Source code
dkurtosis Man page Source code
dmbp Man page
dmdist Source code
dnig Source code
dsged Source code Source code
dsgh Source code
dskewness Man page Source code Source code
dsnig Source code
dsnorm Source code Source code
dsstd Source code Source code
dstd Source code
efunE Source code
egarchKappa Source code
egarchLLH Source code
egarchcon Source code
egarchfilter Source code
egarchfit Source code
egarchfitC Source code
egarchforecast Source code
egarchforecast2 Source code
egarchni Source code
egarchpath Source code
egarchpath1 Source code
egarchpath2 Source code
egarchsim Source code
egarchsim1 Source code
egarchsim2 Source code
egarchsimC Source code
egarchspec Source code
egarchstart Source code
embed Source code Source code Source code
exprmseroc Source code
extractdata Source code
extractmdata Source code
fastICA Source code
fastica Source code Source code
fd10 Source code
fd11 Source code
fd12 Source code
fd13 Source code
fd20 Source code
fd21 Source code
fd22 Source code
fd23 Source code
fd30 Source code
fd31 Source code
fd32 Source code
fd33 Source code
fd40 Source code
fd41 Source code
fd42 Source code
fd43 Source code
fdmethod Source code
ffunE Source code
fgarchKappa Source code
fgarchLLH Source code
fgarchModel Source code
fgarchcon Source code
fgarchfilter Source code
fgarchfit Source code
fgarchfitC Source code
fgarchforecast Source code
fgarchforecast2 Source code
fgarchni Source code
fgarchpath Source code
fgarchpath1 Source code
fgarchpath2 Source code
fgarchsim Source code
fgarchsim1 Source code
fgarchsim2 Source code
fgarchsimC Source code
fgarchspec Source code
fgarchstart Source code
filterpersistence Source code
first Man page Source code
first,ANY-method Man page
first,array-method Man page
first-methods Man page
first.array Source code
fit.kendall Source code
fitandextract Source code
fitandextractarfima Source code
fitdist Man page Source code
fitted,ARFIMAfilter-method Man page
fitted,ARFIMAfit-method Man page
fitted,ARFIMAmultifilter-method Man page
fitted,ARFIMAmultifit-method Man page
fitted,DCCfilter-method Man page
fitted,DCCfit-method Man page
fitted,DCCforecast-method Man page
fitted,DCCroll-method Man page
fitted,DCCsim-method Man page
fitted,cGARCHfilter-method Man page
fitted,cGARCHfit-method Man page
fitted,cGARCHsim-method Man page
fitted,goGARCHfilter-method Man page
fitted,goGARCHfit-method Man page
fitted,uGARCHfilter-method Man page
fitted,uGARCHfit-method Man page
fitted,uGARCHmultifilter-method Man page
fitted,uGARCHmultifit-method Man page
fitted.cgarchfilter Source code
fitted.cgarchfit Source code
fitted.cgarchsim Source code
fitted.dccfilter Source code
fitted.dccfit Source code
fitted.dccforecast Source code
fitted.dccroll Source code
fitted.dccsim Source code
fmodelBounds Source code
fnorm Source code
forcdates Source code
forcregressors Source code
forctests1 Source code
forctests2 Source code
forctests3 Source code
forctestsarfima1 Source code
forctestsarfima2 Source code
forctestsarfima3 Source code
fpdefl Source code
fpica Source code
fpm Man page Source code Source code
fpm,ANY-method Man page
fpm,ARFIMAforecast-method Man page
fpm,uGARCHforecast-method Man page
fpm-methods Man page
fpmarfima Source code
fpsymm Source code
fracdiff Source code
fs10 Source code
fs11 Source code
fs12 Source code
fs13 Source code
fs20 Source code
fs21 Source code
fs22 Source code
fs23 Source code
fs30 Source code
fs31 Source code
fs32 Source code
fs33 Source code
fs40 Source code
fs41 Source code
fs42 Source code
fs43 Source code
fsmethod Source code
garchLLH Source code
garchcon Source code
garchconbounds Source code
garchfilter Source code
garchfit Source code
garchforecast Source code
garchforecast2 Source code
garchica1.ghyp Source code
garchica1.nig Source code
garchica1.norm Source code
garchica2.ghyp Source code
garchica2.nig Source code
garchica2.norm Source code
garchica3.ghyp Source code
garchica3.nig Source code
garchica3.norm Source code
garchpath Source code
garchpath1 Source code
garchpath2 Source code
garchsim Source code
garchsim1 Source code
garchsim2 Source code
garchsolver Source code
garchspec Source code
garchstart Source code Source code
gausscopulafn Source code
gedFit Source code
gedexkurt Source code
gedscale Source code
gedskew Source code
generatefwd Source code
getDensity Source code
getDistribution Source code
getQuantile Source code
getSamples Source code
getarfimaspec Source code
getcontrol Source code
getresiduals Source code Source code
getresiduals2 Source code
getspec Man page Source code Source code
getspec,ANY-method Man page
getspec,ARFIMAfit-method Man page
getspec,uGARCHfit-method Man page
ghFit Source code
ghypMean Source code
ghypMom Source code
ghypexkurt Source code
ghypfn Source code
ghypmu Source code
ghypmvcf Source code
ghypscale Source code
ghypscale2 Source code
ghypsigma Source code
ghypskew Source code
ghyptransform Man page Source code Source code
gjrfunE Source code
gjrgarchKappa Source code
gjrgarchLLH Source code
gjrgarchcon Source code
gjrgarchfilter Source code
gjrgarchfit Source code
gjrgarchfitC Source code
gjrgarchforecast Source code
gjrgarchforecast2 Source code
gjrgarchni Source code
gjrgarchpath Source code
gjrgarchpath1 Source code
gjrgarchpath2 Source code
gjrgarchsim Source code
gjrgarchsim1 Source code
gjrgarchsim2 Source code
gjrgarchsimC Source code
gjrgarchspec Source code
gjrgarchstart Source code
goGARCHfft-class Man page
goGARCHfilter-class Man page
goGARCHfit-class Man page
goGARCHforecast-class Man page
goGARCHroll-class Man page
goGARCHsim-class Man page
goGARCHspec-class Man page
gof Man page Source code
gof,ANY,ANY-method Man page
gof,uGARCHfilter,numeric-method Man page
gof,uGARCHfit,numeric-method Man page
gofTest Source code
gogarchfilter Man page Source code Source code
gogarchfilter,ANY-method Man page
gogarchfilter,goGARCHfit-method Man page
gogarchfilter.ghyp Source code
gogarchfilter.nig Source code
gogarchfilter.norm Source code
gogarchfilterA Source code
gogarchfilterK Source code
gogarchfilterS Source code
gogarchfilterU Source code
gogarchfit Man page Source code Source code
gogarchfit,ANY-method Man page
gogarchfit,goGARCHspec-method Man page
gogarchfit.ghyp Source code
gogarchfit.nig Source code
gogarchfit.norm Source code
gogarchfitA Source code
gogarchfitK Source code
gogarchfitS Source code
gogarchfitU Source code
gogarchfitcoef Source code
gogarchfitfitted Source code
gogarchfitresids Source code
gogarchfltcoef Source code
gogarchfltfitted Source code
gogarchfltresids Source code
gogarchforecast Man page Source code Source code
gogarchforecast,ANY-method Man page
gogarchforecast,goGARCHfit-method Man page
gogarchforecast-methods Man page
gogarchforecast.ghyp Source code
gogarchforecast.nig Source code
gogarchforecast.norm Source code
gogarchllh Source code
gogarchllh.independent Source code
gogarchllhfilter Source code
gogarchroll Man page Source code
gogarchroll,ANY-method Man page
gogarchroll,goGARCHspec-method Man page
gogarchsim Man page Source code Source code
gogarchsim,ANY-method Man page
gogarchsim,goGARCHfit-method Man page
gogarchsim.ghyp Source code
gogarchsim.nig Source code
gogarchsim.norm Source code
gogarchspec Man page Source code Source code
gogarchspec,ANY-method Man page
gogarchspec-methods Man page
gosolnpctrl Source code
gosolnpsolver Source code
gportmoments Man page Source code
gportmoments,goGARCHfilter-method Man page
gportmoments,goGARCHfit-method Man page
gportmoments,goGARCHforecast-method Man page
gportmoments,goGARCHsim-method Man page
gportmoments.garchfilter Source code
gportmoments.garchfit Source code
gportmoments.garchforecast Source code
gportmoments.garchsim Source code
halflife Man page Source code
halflife,ANY,ANY,ANY,ANY,ANY-method Man page
halflife,missing,numeric,character,character,ANY-method Man page
halflife,uGARCHfilter,missing,missing,missing,missing-method Man page
halflife,uGARCHfit,missing,missing,missing,missing-method Man page
halflife1 Source code
halflife2 Source code
has.intercept.matrix Source code
hccm Source code
hessian2sided Source code
infocriteria Man page Source code
infocriteria,ANY-method Man page
infocriteria,ARFIMAfilter-method Man page
infocriteria,ARFIMAfit-method Man page
infocriteria,DCCfilter-method Man page
infocriteria,DCCfit-method Man page
infocriteria,uGARCHfilter-method Man page
infocriteria,uGARCHfit-method Man page
is.aliased Source code
is.wholenumber Source code
jadeica Source code
jsuFit Source code
jsuexkurt Source code
jsuscale Source code
jsuskew Source code
kappaGH Source code
kde2d Source code
kurtosis Source code
lagmatrix Source code Source code
lagx Source code Source code
laplace.dccLLH1 Source code
laplace.dccLLH2 Source code
last Man page Source code
last,ANY-method Man page
last,array-method Man page
last-methods Man page
last.array Source code
lbfgsctrl Source code
lbfgssolver Source code
likelihood Man page Source code
likelihood,ANY-method Man page
likelihood,ARFIMAfilter-method Man page
likelihood,ARFIMAfit-method Man page
likelihood,ARFIMAmultifilter-method Man page
likelihood,ARFIMAmultifit-method Man page
likelihood,DCCfilter-method Man page
likelihood,DCCfit-method Man page
likelihood,DCCroll-method Man page
likelihood,cGARCHfilter-method Man page
likelihood,cGARCHfit-method Man page
likelihood,goGARCHfilter-method Man page
likelihood,goGARCHfit-method Man page
likelihood,uGARCHfilter-method Man page
likelihood,uGARCHfit-method Man page
likelihood,uGARCHmultifilter-method Man page
likelihood,uGARCHmultifit-method Man page
likelihood.cgarchfilter Source code
likelihood.cgarchfit Source code
likelihood.dccfilter Source code
likelihood.dccfit Source code
likelihood.dccroll Source code
linear.hypothesis Source code
linear.hypothesis.default Source code
lossfn.ret Source code
lossfn.var Source code
lowertri.index Source code
mDistributionBounds Source code
mGARCHfilter-class Man page
mGARCHfit-class Man page
mGARCHforecast-class Man page
mGARCHroll-class Man page
mGARCHsim-class Man page
mGARCHspec-class Man page
makeDNew Source code
makeHypothesis Source code
makePNew Source code
makePd Source code
makeQNew Source code
makeQc Source code
makeQd Source code
makeSample Source code
makearfimafitmodel Source code
makearfimamodel Source code
makedate Source code Source code
makefitmodel Source code
makeiid Source code
makemodel Source code
makeposdef Source code
mcpath Source code
mcsim Source code
meanlossfn Source code
medianlossfn Source code
meqstart Source code
meqstartpars Source code
mlts Source code
modelcomb Source code
momChangeAbout Source code
momRecursion Source code
mseries.dataframe Source code
mseries.matrix Source code
mseries.timeSeries Source code
mseries.xts Source code
mseries.zoo Source code
mu2phi0 Source code
multdccfilterPlot Source code
multdccfitPlot Source code
multdccforecastPlot Source code
multgarchbootPlot Source code
multgarchdistPlot Source code
multgarchfilterPlot Source code
multgarchfitPlot Source code
multgarchforecastPlot Source code
multgarchpathPlot Source code
multgarchrollPlot Source code
multgarchsimPlot Source code
multifilter Man page Source code
multifilter,ANY-method Man page
multifilter,ARFIMAmultifit-method Man page
multifilter,ARFIMAmultispec-method Man page
multifilter,uGARCHmultifit-method Man page
multifilter,uGARCHmultispec-method Man page
multifilter-methods Man page
multifilterarfima1 Source code
multifilterarfima2 Source code
multifiltergarch1 Source code
multifiltergarch2 Source code
multifit Man page Source code
multifit,ANY-method Man page
multifit,ARFIMAmultispec-method Man page
multifit,uGARCHmultispec-method Man page
multifit-methods Man page
multifitarfima Source code
multifitgarch Source code
multiforecast Man page Source code
multiforecast,ANY-method Man page
multiforecast,ARFIMAmultifit-method Man page
multiforecast,ARFIMAmultispec-method Man page
multiforecast,uGARCHmultifit-method Man page
multiforecast,uGARCHmultispec-method Man page
multiforecast-methods Man page
multiforecastarfima1 Source code
multiforecastarfima2 Source code
multiforecastgarch1 Source code
multiforecastgarch2 Source code
multispec Man page Source code
multispec,ANY-method Man page
multispec,vector-method Man page
multispec-methods Man page
multispecall Source code
multispecarfima Source code
multispecgarch Source code
nCm Source code
naparchforecast Source code
negarchforecast Source code
neweywestcv Source code
newlagmatrix Source code Source code
newsimpact Man page Source code Source code
newsimpact,ANY-method Man page
newsimpact,uGARCHfilter-method Man page
newsimpact,uGARCHfit-method Man page
newsimpact.gogarch Source code
newsimpact.gogarch.cor Source code
newsimpact.gogarch.cov Source code
nfgarchforecast Source code
nformation.test Source code
ngjrsgarchforecast Source code
nigFit Source code
nigarchforecast Source code
nigexkurt Source code
nigmu Source code
nigmvcf Source code
nigscale Source code
nigscale2 Source code
nigsigma Source code
nigskew Source code
nigtransform Man page Source code Source code
nisurface Man page Source code
nisurface,goGARCHfit-method Man page
nlminbctrl Source code
nlminbsolver Source code
nmoments.fft Source code
nmoments.lin Source code
norm2snorm1 Source code
norm2snorm2 Source code
normFit Source code
normal.adccLLH1 Source code
normal.dccLLH1 Source code
normal.dccLLH2 Source code
normscale Source code
nportmoments Man page Source code Source code
nportmoments,goGARCHfft-method Man page
nsgarchforecast Source code
nterdccfilterPlot Source code
nterdccfitPlot Source code
nterdccforecastPlot Source code
ntergarchbootPlot Source code
ntergarchdistPlot Source code
ntergarchfilterPlot Source code
ntergarchfitPlot Source code
ntergarchforecastPlot Source code
ntergarchpathPlot Source code
ntergarchrollPlot Source code
ntergarchsimPlot Source code
nterval Source code
ntpol Source code
ntpolold Source code
nyblom Man page Source code
nyblom,ANY-method Man page
nyblom,uGARCHfit-method Man page
nyblomCritical Source code
nyblomTest Source code
onLoad Source code
onUnload Source code
ones Source code Source code Source code
orthogonal Source code
paramGH Source code
pca Source code
pcopula.gauss Source code
pcopula.student Source code
pdist Man page Source code
pearsonica Source code
pempirical Source code
persistanstgarch Source code
persistaparch Source code
persistegarch Source code
persistence Man page Source code
persistence,ANY,ANY,ANY,ANY,ANY-method Man page
persistence,missing,numeric,character,character,ANY-method Man page
persistence,uGARCHfilter,missing,missing,missing,missing-method Man page
persistence,uGARCHfit,missing,missing,missing,missing-method Man page
persistence1 Source code
persistence2 Source code
persistfgarch Source code
persistgjrgarch Source code
persistsgarch Source code
pfft Man page Source code Source code
pfft,goGARCHfft-method Man page
pfft.mn Source code
pfft.num Source code
pged Source code
pgh Source code
phi02mu Source code
pjsu Source code
plot,DCCfilter,missing-method Man page
plot,DCCfit,missing-method Man page
plot,DCCforecast,missing-method Man page
plot,DCCroll,missing-method Man page
plot,uGARCHboot,missing-method Man page
plot,uGARCHdistribution,missing-method Man page
plot,uGARCHfilter,missing-method Man page
plot,uGARCHfit,missing-method Man page
plot,uGARCHforecast,missing-method Man page
plot,uGARCHpath,missing-method Man page
plot,uGARCHroll,missing-method Man page
plot,uGARCHsim,missing-method Man page
plot.acf Source code
plot.dccfilter.1 Source code
plot.dccfilter.2 Source code
plot.dccfilter.3 Source code
plot.dccfilter.4 Source code
plot.dccfilter.5 Source code
plot.dccfit.1 Source code
plot.dccfit.2 Source code
plot.dccfit.3 Source code
plot.dccfit.4 Source code
plot.dccfit.5 Source code
plot.dccforecast.1 Source code
plot.dccforecast.2 Source code
plot.dccforecast.3 Source code
plot.dccforecast.4 Source code
plot.dccforecast.5 Source code
plot.garchboot.1 Source code
plot.garchboot.2 Source code
plot.garchboot.3 Source code
plot.garchdist.1 Source code
plot.garchdist.2 Source code
plot.garchdist.3 Source code
plot.garchdist.4 Source code
plot.garchfilter.1 Source code
plot.garchfilter.10 Source code
plot.garchfilter.11 Source code
plot.garchfilter.12 Source code
plot.garchfilter.2 Source code
plot.garchfilter.3 Source code
plot.garchfilter.4 Source code
plot.garchfilter.5 Source code
plot.garchfilter.6 Source code
plot.garchfilter.7 Source code
plot.garchfilter.8 Source code
plot.garchfilter.9 Source code
plot.garchfit.1 Source code
plot.garchfit.10 Source code
plot.garchfit.11 Source code
plot.garchfit.12 Source code
plot.garchfit.2 Source code
plot.garchfit.3 Source code
plot.garchfit.4 Source code
plot.garchfit.5 Source code
plot.garchfit.6 Source code
plot.garchfit.7 Source code
plot.garchfit.8 Source code
plot.garchfit.9 Source code
plot.garchforecast.1 Source code
plot.garchforecast.2 Source code
plot.garchpath.1 Source code
plot.garchpath.2 Source code
plot.garchpath.3 Source code
plot.garchpath.4 Source code
plot.garchroll.1 Source code
plot.garchroll.2 Source code
plot.garchroll.3 Source code
plot.garchroll.4 Source code
plot.garchroll.5 Source code
plot.garchsim.1 Source code
plot.garchsim.2 Source code
plot.garchsim.3 Source code
plot.garchsim.4 Source code
plotarmamodel Source code
plotarmaroots Source code
plotdccfilter Source code
plotdccfit Source code
plotdccforecast Source code
plotdccroll Source code
plotgarchboot Source code
plotgarchdist Source code
plotgarchfilter Source code
plotgarchfit Source code
plotgarchforecast Source code
plotgarchpath Source code
plotgarchroll Source code
plotgarchsim Source code
pmdist Source code
pneg Source code
pnegfunE Source code
pnig Source code
pointsarmaroots Source code
pparametric Source code
pparametric.filter Source code
primefun Source code
printHypothesis Source code
psged Source code Source code
psgh Source code
psnig Source code
psnorm Source code Source code
pspd Source code
psstd Source code Source code
pstd Source code
publishbench Source code
qdensity Source code
qdist Man page Source code
qempirical Source code
qfft Man page Source code Source code
qfft,goGARCHfft-method Man page
qfft.mn Source code
qfft.num Source code
qged Source code
qgh Source code
qjsu Source code
qmdist Source code
qnig Source code
qnigC Source code
qparametric Source code
qqDist Source code
qqLine Source code
qsged Source code Source code
qsgh Source code
qsnig Source code
qsnigC Source code
qsnorm Source code Source code
qspd Source code
qsstd Source code Source code
qstd Source code
quicksimulate Source code
rGARCH-class Man page
radical Source code Source code
radicalOptTheta Source code
rcokurt Man page Source code Source code
rcokurt,goGARCHfilter-method Man page
rcokurt,goGARCHfit-method Man page
rcokurt,goGARCHforecast-method Man page
rcokurt,goGARCHsim-method Man page
rcokurt.ghyp Source code
rcokurt.nig Source code
rcokurtfilter Source code
rcokurtfilter.ghyp Source code
rcokurtfilter.nig Source code
rcokurtforecast Source code
rcokurtforecast.ghyp Source code
rcokurtforecast.nig Source code
rcokurtsim Source code
rcokurtsim.ghyp Source code
rcokurtsim.nig Source code
rcopula.gauss Source code
rcopula.student Source code
rcor Man page Source code
rcor,DCCfilter-method Man page
rcor,DCCfit-method Man page
rcor,DCCforecast-method Man page
rcor,DCCroll-method Man page
rcor,DCCsim-method Man page
rcor,cGARCHfilter-method Man page
rcor,cGARCHfit-method Man page
rcor,cGARCHsim-method Man page
rcor,goGARCHfilter-method Man page
rcor,goGARCHfit-method Man page
rcor,goGARCHforecast-method Man page
rcor,goGARCHroll-method Man page
rcor,goGARCHsim-method Man page
rcor.cgarchfilter Source code
rcor.cgarchfit Source code
rcor.cgarchsim Source code
rcor.dccfilter Source code
rcor.dccfit Source code
rcor.dccforecast Source code
rcor.dccroll Source code
rcor.dccsim Source code
rcorgarch Source code
rcorgarchfilter Source code
rcorgarchforecast Source code
rcorgarchsim Source code
rcorroll Source code
rcoskew Man page Source code Source code
rcoskew,goGARCHfilter-method Man page
rcoskew,goGARCHfit-method Man page
rcoskew,goGARCHforecast-method Man page
rcoskew,goGARCHsim-method Man page
rcoskew.ghyp Source code
rcoskew.nig Source code
rcoskewfilter Source code
rcoskewfilter.ghyp Source code
rcoskewfilter.nig Source code
rcoskewforecast Source code
rcoskewforecast.ghyp Source code
rcoskewforecast.nig Source code
rcoskewsim Source code
rcoskewsim.ghyp Source code
rcoskewsim.nig Source code
rcov Man page Source code
rcov,DCCfilter-method Man page
rcov,DCCfit-method Man page
rcov,DCCforecast-method Man page
rcov,DCCroll-method Man page
rcov,DCCsim-method Man page
rcov,cGARCHfilter-method Man page
rcov,cGARCHfit-method Man page
rcov,cGARCHsim-method Man page
rcov,goGARCHfilter-method Man page
rcov,goGARCHfit-method Man page
rcov,goGARCHforecast-method Man page
rcov,goGARCHroll-method Man page
rcov,goGARCHsim-method Man page
rcov.cgarchfilter Source code
rcov.cgarchfit Source code
rcov.cgarchsim Source code
rcov.dccfilter Source code
rcov.dccfit Source code
rcov.dccforecast Source code
rcov.dccroll Source code
rcov.dccsim Source code
rcovgarch Source code
rcovgarchfilter Source code
rcovgarchforecast Source code
rcovgarchsim Source code
rcovroll Source code
rdist Man page Source code
relist Source code
repmat Source code Source code Source code
report Man page Source code
report,ANY-method Man page
report,ARFIMAroll-method Man page
report,uGARCHroll-method Man page
residuals,ARFIMAfilter-method Man page
residuals,ARFIMAfit-method Man page
residuals,ARFIMAmultifilter-method Man page
residuals,ARFIMAmultifit-method Man page
residuals,cGARCHfilter-method Man page
residuals,cGARCHfit-method Man page
residuals,goGARCHfilter-method Man page
residuals,goGARCHfit-method Man page
residuals,uGARCHfilter-method Man page
residuals,uGARCHfit-method Man page
residuals,uGARCHmultifilter-method Man page
residuals,uGARCHmultifit-method Man page
residuals.cgarchfilter Source code
residuals.cgarchfit Source code
rgarch Man page
rgarch-package Man page
rgarchdist Man page
rged Source code
rgh Source code
rghyp Source code
rgigjd Source code
rgigjd1 Source code
rjsu Source code
rmdist Source code
rmse Source code
rmseplots Source code
rnig Source code
rnormcopula Source code
robustSE Source code
robustvar Source code
robustvcv Source code
roll2arfimaforc Source code
roll2forc Source code
rollVaRreport Source code
rollVaRreportarfima Source code
rolldcc Source code
rollfdensity Source code
rollfpmreport Source code
rollfpmreportarfima Source code
rollgogarch Source code
rot90 Source code
rsfit Source code
rsged Source code Source code
rsgh Source code
rshape Man page Source code
rshape,DCCfilter-method Man page
rshape,DCCfit-method Man page
rshape,DCCforecast-method Man page
rshape,DCCroll-method Man page
rskew Man page Source code
rskew,DCCfilter-method Man page
rskew,DCCfit-method Man page
rskew,DCCforecast-method Man page
rskew,DCCroll-method Man page
rsnig Source code
rsnorm Source code Source code
rsstd Source code Source code
rstd Source code
rtcopula Source code
rtvnormcopula Source code
rtvtcopula Source code
sEqual Source code
sEqual01 Source code
sIn Source code
safefit Source code
safefitarfima Source code
safeintegrate Source code
sample.copula Source code
scaledist Source code
sdigit Source code Source code
selcol Source code
serieserrorplot Source code
setEqual Source code
sgarchLLH Source code
sgarchcon Source code
sgarchfilter Source code
sgarchfit Source code
sgarchfitC Source code
sgarchfitC2 Source code
sgarchforecast Source code
sgarchforecast2 Source code
sgarchni Source code
sgarchpath Source code
sgarchpath1 Source code
sgarchpath2 Source code
sgarchsim Source code
sgarchsim1 Source code
sgarchsim2 Source code
sgarchsimC Source code
sgarchspec Source code
sgarchstart Source code
sgedFit Source code
sgedexkurt Source code
sgedscale Source code
sgedskew Source code
sghFit Source code
shape.dccfilter Source code
shape.dccfit Source code
shape.dccforecast Source code
shape.dccroll Source code
show,ARFIMAdistribution-method Man page
show,ARFIMAfilter-method Man page
show,ARFIMAfit-method Man page
show,ARFIMAforecast-method Man page
show,ARFIMAfpm-method Man page
show,ARFIMAmultifilter-method Man page
show,ARFIMAmultifit-method Man page
show,ARFIMAmultiforecast-method Man page
show,ARFIMAmultispec-method Man page
show,ARFIMApath-method Man page
show,ARFIMAsim-method Man page
show,ARFIMAspec-method Man page
show,DCCfilter-method Man page
show,DCCfit-method Man page
show,DCCforecast-method Man page
show,DCCroll-method Man page
show,DCCsim-method Man page
show,DCCspec-method Man page
show,cGARCHfilter-method Man page
show,cGARCHfit-method Man page
show,cGARCHsim-method Man page
show,cGARCHspec-method Man page
show,goGARCHfilter-method Man page
show,goGARCHfit-method Man page
show,goGARCHforecast-method Man page
show,goGARCHspec-method Man page
show,uGARCHboot-method Man page
show,uGARCHdistribution-method Man page
show,uGARCHfilter-method Man page
show,uGARCHfit-method Man page
show,uGARCHforecast-method Man page
show,uGARCHfpm-method Man page
show,uGARCHmultifilter-method Man page
show,uGARCHmultifit-method Man page
show,uGARCHmultiforecast-method Man page
show,uGARCHmultispec-method Man page
show,uGARCHpath-method Man page
show,uGARCHsim-method Man page
show,uGARCHspec-method Man page
sigma Man page Source code
sigma,ANY-method Man page
sigma,DCCfilter-method Man page
sigma,DCCfit-method Man page
sigma,DCCforecast-method Man page
sigma,DCCroll-method Man page
sigma,DCCsim-method Man page
sigma,cGARCHfilter-method Man page
sigma,cGARCHfit-method Man page
sigma,uGARCHfilter-method Man page
sigma,uGARCHfit-method Man page
sigma,uGARCHmultifilter-method Man page
sigma,uGARCHmultifit-method Man page
sigma.cgarchfilter Source code
sigma.cgarchfit Source code
sigma.dccfilter Source code
sigma.dccfit Source code
sigma.dccforecast Source code
sigma.dccroll Source code
sigma.dccsim Source code
sigmaerrorplot Source code
sigmat Source code
signbias Man page Source code
signbias,ANY-method Man page
signbias,uGARCHfilter-method Man page
signbias,uGARCHfit-method Man page
signbias-methods Man page
signbiasTest Source code
signpluszero Source code
simlayout Source code Source code
simregressors Source code
simulate.constant Source code
size Source code Source code
skew.dccfilter Source code
skew.dccfit Source code
skew.dccforecast Source code
skew.dccroll Source code
skewness Source code
snigFit Source code
snormFit Source code
snormexkurt Source code
snormscale Source code
snormskew Source code
solnpctrl Source code
solnpsolver Source code
sp500ret Man page
sqrtm Source code
sqrtsymmat Source code
sstdFit Source code
sstdexkurt Source code
sstdscale Source code
sstdskew Source code
stars Source code Source code
statsplot Source code
stdFit Source code
stdexkurt Source code
stdscale Source code
stdskew Source code
student.dccLLH1 Source code
student.dccLLH2 Source code
tcopulafn Source code
tvcopulastart Source code
tvgausscopulafn Source code
tvtcopulafn Source code
uGARCHboot-class Man page
uGARCHdistribution-class Man page
uGARCHfilter-class Man page
uGARCHfit-class Man page
uGARCHforecast-class Man page
uGARCHfpm-class Man page
uGARCHmultifilter-class Man page
uGARCHmultifit-class Man page
uGARCHmultiforecast-class Man page
uGARCHmultispec-class Man page
uGARCHpath-class Man page
uGARCHroll-class Man page
uGARCHsim-class Man page
uGARCHspec-class Man page
ub1f1 Source code
ub1f2 Source code
ub1p1 Source code
ub1p2 Source code
ugarchbench Man page Source code
ugarchboot Man page Source code
ugarchboot,ANY-method Man page
ugarchboot,uGARCHfit-method Man page
ugarchboot,uGARCHspec-method Man page
ugarchboot-methods Man page
ugarchbootdf Source code
ugarchbootfit Source code
ugarchbootspec Source code
ugarchdistdf Source code
ugarchdistribution Man page Source code Source code
ugarchdistribution,ANY-method Man page
ugarchdistribution,uGARCHfit-method Man page
ugarchdistribution,uGARCHspec-method Man page
ugarchdistribution-methods Man page
ugarchfilter Man page Source code
ugarchfilter,ANY-method Man page
ugarchfilter,apARCHspec-method Man page
ugarchfilter,eGARCHspec-method Man page
ugarchfilter,fGARCHspec-method Man page
ugarchfilter,gjrGARCHspec-method Man page
ugarchfilter,iGARCHspec-method Man page
ugarchfilter,sGARCHspec-method Man page
ugarchfilter-methods Man page
ugarchfilterLikelihood Source code
ugarchfiltercoef Source code
ugarchfilterdf Source code
ugarchfiltered Source code
ugarchfilterresids Source code
ugarchfiltersigma Source code
ugarchfit Man page Source code
ugarchfit,ANY-method Man page
ugarchfit,apARCHspec-method Man page
ugarchfit,eGARCHspec-method Man page
ugarchfit,fGARCHspec-method Man page
ugarchfit,gjrGARCHspec-method Man page
ugarchfit,iGARCHspec-method Man page
ugarchfit,sGARCHspec-method Man page
ugarchfit-methods Man page
ugarchfitLikelihood Source code
ugarchfitcoef Source code
ugarchfitdf Source code
ugarchfitresids Source code
ugarchfitsigma Source code
ugarchfitted Source code
ugarchforar Source code
ugarchfordf Source code
ugarchfordf1 Source code
ugarchfordf2 Source code
ugarchfordfall Source code
ugarchforecast Man page Source code
ugarchforecast,ANY-method Man page
ugarchforecast,apARCHfit-method Man page
ugarchforecast,apARCHspec-method Man page
ugarchforecast,eGARCHfit-method Man page
ugarchforecast,eGARCHspec-method Man page
ugarchforecast,fGARCHfit-method Man page
ugarchforecast,fGARCHspec-method Man page
ugarchforecast,gjrGARCHfit-method Man page
ugarchforecast,gjrGARCHspec-method Man page
ugarchforecast,iGARCHfit-method Man page
ugarchforecast,iGARCHspec-method Man page
ugarchforecast,sGARCHfit-method Man page
ugarchforecast,sGARCHspec-method Man page
ugarchforecast-methods Man page
ugarchforlist Source code
ugarchfpmdf Source code
ugarchinfocriteria Source code
ugarchmultifilterLikelihood Source code
ugarchmultifiltercoef Source code
ugarchmultifiltered Source code
ugarchmultifilterresids Source code
ugarchmultifiltersigma Source code
ugarchmultifitLikelihood Source code
ugarchmultifitcoef Source code
ugarchmultifitresids Source code
ugarchmultifitsigma Source code
ugarchmultifitted Source code
ugarchmultiforarray Source code
ugarchmultiforlist Source code
ugarchpath Man page Source code
ugarchpath,ANY-method Man page
ugarchpath,apARCHspec-method Man page
ugarchpath,eGARCHspec-method Man page
ugarchpath,fGARCHspec-method Man page
ugarchpath,gjrGARCHspec-method Man page
ugarchpath,iGARCHspec-method Man page
ugarchpath,sGARCHspec-method Man page
ugarchpath-methods Man page
ugarchpathdf Source code
ugarchroll Man page Source code
ugarchroll,ANY-method Man page
ugarchroll,apARCHspec-method Man page
ugarchroll,eGARCHspec-method Man page
ugarchroll,fGARCHspec-method Man page
ugarchroll,gjrGARCHspec-method Man page
ugarchroll,iGARCHspec-method Man page
ugarchroll,sGARCHspec-method Man page
ugarchroll-methods Man page
ugarchrolldf Source code
ugarchrollreport Source code
ugarchsim Man page Source code
ugarchsim,ANY-method Man page
ugarchsim,apARCHfit-method Man page
ugarchsim,eGARCHfit-method Man page
ugarchsim,fGARCHfit-method Man page
ugarchsim,gjrGARCHfit-method Man page
ugarchsim,iGARCHfit-method Man page
ugarchsim,sGARCHfit-method Man page
ugarchsim-methods Man page
ugarchsimdf Source code
ugarchspec Man page Source code Source code
ugarchspec,ANY-method Man page
ugarchspec-methods Man page
uncanstgarch Source code
uncaparch Source code
uncarfima Source code
uncegarch Source code
uncfgarch Source code
uncgjrgarch Source code
uncmean Man page Source code
uncmean,ANY-method Man page
uncmean,ARFIMAfilter-method Man page
uncmean,ARFIMAfit-method Man page
uncmean,uGARCHfilter-method Man page
uncmean,uGARCHfit-method Man page
uncmean,uGARCHspec-method Man page
uncmeanvar Source code
unconditional1 Source code
unconditional2 Source code
unconditional3 Source code
unconditionalmean Source code
unconditionalmean2 Source code
uncsgarch Source code
uncvar,ANY,ANY,ANY,ANY,ANY-method Man page
uncvariance Man page Source code
uncvariance,missing,numeric,character,character,ANY-method Man page
uncvariance,uGARCHfilter,missing,missing,missing,missing-method Man page
uncvariance,uGARCHfit,missing,missing,missing,missing-method Man page
uncvariance,uGARCHspec,missing,missing,missing,missing-method Man page
uncvariance,uGARCHspec-method Man page
unitroot Source code
validarfimafilterlist Source code
validarfimafitlist Source code
validarfimaforecastlist Source code
validarfimaspeclist Source code
validfilterlist Source code
validfitlist Source code
validforecastlist Source code
validspeclist Source code
varcovres Source code
varxfilter Man page Source code
varxforecast Source code
varxselect Source code
varxsim Source code
varxsimXX Source code
vasicekm Source code
vcov.default Source code
vech2 Source code Source code
vechR Source code Source code
whitenv Source code
wintpl Source code
wmargin Source code
wmargin.mvlaplace Source code
wmargin.mvn Source code
wmargin.mvt Source code
xarfimaspec Source code
xseries.dataframe Source code
xseries.matrix Source code
xseries.numeric Source code
xseries.timeSeries Source code
xseries.xts Source code
xseries.zoo Source code
zeros Source code Source code Source code
rgarch documentation built on May 31, 2017, 3:20 a.m.