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
DACTest Man page
DCCfilter-class Man page
DCCfit-class Man page
DCCforecast-class Man page
DCCroll-class Man page
DCCsim-class Man page
DCCspec-class Man page
ForwardDates Man page
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
WeekDayDummy Man page
WeekDayDummy,ANY-method Man page
WeekDayDummy,character-method Man page
WeekDayDummy-methods Man page
arfimadistribution Man page
arfimadistribution,ANY-method Man page
arfimadistribution,ARFIMAfit-method Man page
arfimadistribution,ARFIMAspec-method Man page
arfimadistribution-methods Man page
arfimafilter Man page
arfimafilter,ANY-method Man page
arfimafilter,ARFIMAspec-method Man page
arfimafilter-methods Man page
arfimafit Man page
arfimafit,ANY-method Man page
arfimafit,ARFIMAspec-method Man page
arfimafit-methods Man page
arfimaforecast Man page
arfimaforecast,ANY-method Man page
arfimaforecast,ARFIMAfit-method Man page
arfimaforecast,ARFIMAspec-method Man page
arfimaforecast-methods Man page
arfimapath Man page
arfimapath,ANY-method Man page
arfimapath,ARFIMAspec-method Man page
arfimapath-methods Man page
arfimaroll Man page
arfimaroll,ANY-method Man page
arfimaroll,ARFIMAspec-method Man page
arfimaroll-methods Man page
arfimasim Man page
arfimasim,ANY-method Man page
arfimasim,ARFIMAfit-method Man page
arfimasim-methods Man page
arfimaspec Man page
arfimaspec,ANY-method Man page
arfimaspec-methods Man page
as.ARFIMAforecast Man page
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.list,ARFIMAforecast-method Man page
as.list,ARFIMAmultiforecast-method Man page
as.list,uGARCHmultiforecast-method Man page
as.uGARCHforecast Man page
as.uGARCHforecast,ANY-method Man page
as.uGARCHforecast,uGARCHroll-method Man page
cGARCHfilter-class Man page
cGARCHfit-class Man page
cGARCHsim-class Man page
cGARCHspec-class Man page
cgarchfilter Man page
cgarchfilter,ANY-method Man page
cgarchfilter,cGARCHspec-method Man page
cgarchfit Man page
cgarchfit,ANY-method Man page
cgarchfit,cGARCHspec-method Man page
cgarchsim Man page
cgarchsim,ANY-method Man page
cgarchsim,cGARCHfit-method Man page
cgarchspec Man page
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
convolution Man page
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
dccfilter Man page
dccfilter,ANY-method Man page
dccfilter,DCCspec-method Man page
dccfit Man page
dccfit,ANY-method Man page
dccfit,DCCspec-method Man page
dccforecast Man page
dccforecast,ANY-method Man page
dccforecast,DCCfit-method Man page
dccroll Man page
dccroll,ANY-method Man page
dccroll,DCCspec-method Man page
dccsim Man page
dccsim,ANY-method Man page
dccsim,DCCfit-method Man page
dccsim,DCCspec-method Man page
dccspec Man page
dccspec,ANY-method Man page
dccspec,uGARCHmultispec-method Man page
ddist Man page
dfft Man page
dfft,goGARCHfft-method Man page
dji30ret Man page
dkurtosis Man page
dmbp Man page
dskewness Man page
first Man page
first,ANY-method Man page
first,array-method Man page
first-methods Man page
fitdist Man page
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
fpm Man page
fpm,ANY-method Man page
fpm,ARFIMAforecast-method Man page
fpm,uGARCHforecast-method Man page
fpm-methods Man page
getspec Man page
getspec,ANY-method Man page
getspec,ARFIMAfit-method Man page
getspec,uGARCHfit-method Man page
ghyptransform Man page
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
gof,ANY,ANY-method Man page
gof,uGARCHfilter,numeric-method Man page
gof,uGARCHfit,numeric-method Man page
gogarchfilter Man page
gogarchfilter,ANY-method Man page
gogarchfilter,goGARCHfit-method Man page
gogarchfit Man page
gogarchfit,ANY-method Man page
gogarchfit,goGARCHspec-method Man page
gogarchforecast Man page
gogarchforecast,ANY-method Man page
gogarchforecast,goGARCHfit-method Man page
gogarchforecast-methods Man page
gogarchroll Man page
gogarchroll,ANY-method Man page
gogarchroll,goGARCHspec-method Man page
gogarchsim Man page
gogarchsim,ANY-method Man page
gogarchsim,goGARCHfit-method Man page
gogarchspec Man page
gogarchspec,ANY-method Man page
gogarchspec-methods Man page
gportmoments Man page
gportmoments,goGARCHfilter-method Man page
gportmoments,goGARCHfit-method Man page
gportmoments,goGARCHforecast-method Man page
gportmoments,goGARCHsim-method Man page
halflife Man page
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
infocriteria Man page
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
last Man page
last,ANY-method Man page
last,array-method Man page
last-methods Man page
likelihood Man page
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
mGARCHfilter-class Man page
mGARCHfit-class Man page
mGARCHforecast-class Man page
mGARCHroll-class Man page
mGARCHsim-class Man page
mGARCHspec-class Man page
multifilter Man page
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
multifit Man page
multifit,ANY-method Man page
multifit,ARFIMAmultispec-method Man page
multifit,uGARCHmultispec-method Man page
multifit-methods Man page
multiforecast Man page
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
multispec Man page
multispec,ANY-method Man page
multispec,vector-method Man page
multispec-methods Man page
newsimpact Man page
newsimpact,ANY-method Man page
newsimpact,uGARCHfilter-method Man page
newsimpact,uGARCHfit-method Man page
nigtransform Man page
nisurface Man page
nisurface,goGARCHfit-method Man page
nportmoments Man page
nportmoments,goGARCHfft-method Man page
nyblom Man page
nyblom,ANY-method Man page
nyblom,uGARCHfit-method Man page
pdist Man page
persistence Man page
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
pfft Man page
pfft,goGARCHfft-method Man page
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
qdist Man page
qfft Man page
qfft,goGARCHfft-method Man page
rGARCH-class Man page
rcokurt Man page
rcokurt,goGARCHfilter-method Man page
rcokurt,goGARCHfit-method Man page
rcokurt,goGARCHforecast-method Man page
rcokurt,goGARCHsim-method Man page
rcor Man page
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
rcoskew Man page
rcoskew,goGARCHfilter-method Man page
rcoskew,goGARCHfit-method Man page
rcoskew,goGARCHforecast-method Man page
rcoskew,goGARCHsim-method Man page
rcov Man page
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
rdist Man page
report Man page
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
rgarch Man page
rgarch-package Man page
rgarchdist Man page
rshape Man page
rshape,DCCfilter-method Man page
rshape,DCCfit-method Man page
rshape,DCCforecast-method Man page
rshape,DCCroll-method Man page
rskew Man page
rskew,DCCfilter-method Man page
rskew,DCCfit-method Man page
rskew,DCCforecast-method Man page
rskew,DCCroll-method Man page
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
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
signbias Man page
signbias,ANY-method Man page
signbias,uGARCHfilter-method Man page
signbias,uGARCHfit-method Man page
signbias-methods Man page
sp500ret Man page
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
ugarchbench Man page
ugarchboot Man page
ugarchboot,ANY-method Man page
ugarchboot,uGARCHfit-method Man page
ugarchboot,uGARCHspec-method Man page
ugarchboot-methods Man page
ugarchdistribution Man page
ugarchdistribution,ANY-method Man page
ugarchdistribution,uGARCHfit-method Man page
ugarchdistribution,uGARCHspec-method Man page
ugarchdistribution-methods Man page
ugarchfilter Man page
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
ugarchfit Man page
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
ugarchforecast Man page
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
ugarchpath Man page
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
ugarchroll Man page
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
ugarchsim Man page
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
ugarchspec Man page
ugarchspec,ANY-method Man page
ugarchspec-methods Man page
uncmean Man page
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
uncvar,ANY,ANY,ANY,ANY,ANY-method Man page
uncvariance Man page
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
varxfilter Man page
rgarch documentation built on May 2, 2019, 5:22 p.m.