API for rugarch
Univariate GARCH models

Global functions
ARFIMA-class Man page
ARFIMAdistribution-class Man page
ARFIMAfilter-class Man page
ARFIMAfit-class Man page
ARFIMAforecast-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
BerkowitzTest Man page
DACTest Man page
ESTest 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
GMMTest Man page
HLTest Man page
VaRDurTest Man page
VaRTest Man page
VaRloss Man page
VaRplot 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.data.frame,ARFIMAdistribution-method Man page
as.data.frame,ARFIMAroll-method Man page
as.data.frame,uGARCHboot-method Man page
as.data.frame,uGARCHdistribution-method Man page
as.data.frame,uGARCHroll-method Man page
autoarfima Man page
coef,ARFIMAfilter-method Man page
coef,ARFIMAfit-method Man page
coef,ARFIMAmultifilter-method Man page
coef,ARFIMAmultifit-method Man page
coef,ARFIMAroll-method Man page
coef,uGARCHfilter-method Man page
coef,uGARCHfit-method Man page
coef,uGARCHmultifilter-method Man page
coef,uGARCHmultifit-method Man page
coef,uGARCHroll-method Man page
convergence Man page
convergence,ANY-method Man page
convergence,ARFIMAfit-method Man page
convergence,uGARCHfit-method Man page
convergence,uGARCHroll-method Man page
ddist Man page
distplot Man page
dji30ret Man page
dkurtosis Man page
dmbp Man page
dskewness Man page
fitdist Man page
fitted,ARFIMAfilter-method Man page
fitted,ARFIMAfit-method Man page
fitted,ARFIMAforecast-method Man page
fitted,ARFIMAmultifilter-method Man page
fitted,ARFIMAmultifit-method Man page
fitted,ARFIMAmultiforecast-method Man page
fitted,ARFIMApath-method Man page
fitted,ARFIMAsim-method Man page
fitted,uGARCHfilter-method Man page
fitted,uGARCHfit-method Man page
fitted,uGARCHforecast-method Man page
fitted,uGARCHmultifilter-method Man page
fitted,uGARCHmultifit-method Man page
fitted,uGARCHmultiforecast-method Man page
fitted,uGARCHpath-method Man page
fitted,uGARCHsim-method Man page
fpm Man page
fpm,ANY-method Man page
fpm,ARFIMAforecast-method Man page
fpm,ARFIMAroll-method Man page
fpm,uGARCHforecast-method Man page
fpm,uGARCHroll-method Man page
ftseq Man page
generatefwd Man page
getspec Man page
getspec,ANY-method Man page
getspec,ARFIMAfit-method Man page
getspec,uGARCHfit-method Man page
ghyptransform Man page
gof Man page
gof,ANY,ANY-method Man page
gof,uGARCHfilter,numeric-method Man page
gof,uGARCHfit,numeric-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
halflife,uGARCHspec,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,uGARCHfilter-method Man page
infocriteria,uGARCHfit-method 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,uGARCHfilter-method Man page
likelihood,uGARCHfit-method Man page
likelihood,uGARCHmultifilter-method Man page
likelihood,uGARCHmultifit-method Man page
move 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
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
persistence,uGARCHspec,missing,missing,missing,missing-method Man page
pit Man page
pit,ANY-method Man page
pit,uGARCHfilter-method Man page
pit,uGARCHfit-method Man page
pit,uGARCHroll-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
quantile,uGARCHfilter-method Man page
quantile,uGARCHfit-method Man page
quantile,uGARCHforecast-method Man page
quantile,uGARCHpath-method Man page
quantile,uGARCHroll-method Man page
quantile,uGARCHsim-method Man page
rGARCH-class Man page
rdist Man page
reduce Man page
reduce,ANY-method Man page
reduce,uGARCHfit-method 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,uGARCHfilter-method Man page
residuals,uGARCHfit-method Man page
residuals,uGARCHmultifilter-method Man page
residuals,uGARCHmultifit-method Man page
resume Man page
resume,ANY-method Man page
resume,ARFIMAroll-method Man page
resume,uGARCHroll-method Man page
rgarchdist Man page
rugarch Man page
rugarch-package Man page
setbounds<- Man page
setbounds<-,ANY,ANY-method Man page
setbounds<-,ARFIMAspec,vector-method Man page
setbounds<-,uGARCHspec,vector-method Man page
setfixed<- Man page
setfixed<-,ANY,ANY-method Man page
setfixed<-,ARFIMAspec,vector-method Man page
setfixed<-,uGARCHspec,vector-method Man page
setstart<- Man page
setstart<-,ANY,ANY-method Man page
setstart<-,ARFIMAspec,vector-method Man page
setstart<-,uGARCHspec,vector-method Man page
show,ARFIMAdistribution-method Man page
show,ARFIMAfilter-method Man page
show,ARFIMAfit-method Man page
show,ARFIMAforecast-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,ARFIMAroll-method Man page
show,ARFIMAsim-method Man page
show,ARFIMAspec-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,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,uGARCHroll-method Man page
show,uGARCHsim-method Man page
show,uGARCHspec-method Man page
sigma Man page
sigma,ANY-method Man page
sigma,uGARCHfilter-method Man page
sigma,uGARCHfit-method Man page
sigma,uGARCHforecast-method Man page
sigma,uGARCHmultifilter-method Man page
sigma,uGARCHmultifit-method Man page
sigma,uGARCHmultiforecast-method Man page
sigma,uGARCHpath-method Man page
sigma,uGARCHsim-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
skdomain Man page
sp500ret Man page
spyreal Man page
uGARCHboot-class Man page
uGARCHdistribution-class Man page
uGARCHfilter-class Man page
uGARCHfit-class Man page
uGARCHforecast-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,uGARCHspec-method Man page
ugarchfilter-methods Man page
ugarchfit Man page
ugarchfit,ANY-method Man page
ugarchfit,uGARCHspec-method Man page
ugarchfit-methods Man page
ugarchforecast Man page
ugarchforecast,ANY-method Man page
ugarchforecast,uGARCHfit-method Man page
ugarchforecast,uGARCHspec-method Man page
ugarchforecast-methods Man page
ugarchpath Man page
ugarchpath,ANY-method Man page
ugarchpath,uGARCHspec-method Man page
ugarchpath-methods Man page
ugarchroll Man page
ugarchroll,ANY-method Man page
ugarchroll,uGARCHspec-method Man page
ugarchroll-methods Man page
ugarchsim Man page
ugarchsim,ANY-method Man page
ugarchsim,uGARCHfit-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,ARFIMAspec-method Man page
uncmean,uGARCHfilter-method Man page
uncmean,uGARCHfit-method Man page
uncmean,uGARCHspec-method Man page
uncvariance Man page
uncvariance,ANY,ANY,ANY,ANY,ANY,ANY-method Man page
uncvariance,missing,numeric,character,character,ANY,ANY-method Man page
uncvariance,uGARCHfilter,missing,missing,missing,missing,missing Man page
uncvariance,uGARCHfit,missing,missing,missing,missing,missing-me Man page
uncvariance,uGARCHspec,missing,missing,missing,missing,missing-m Man page
vcov,ARFIMAfit-method Man page
vcov,uGARCHfit-method Man page
rugarch documentation built on May 2, 2019, 4:43 p.m.