garchx-package |
Flexible and Robust GARCH-X Modelling |
coef.garchx |
Extraction functions for 'garchx' objects |
fitted.garchx |
Extraction functions for 'garchx' objects |
garchx |
Estimate a GARCH-X model |
garchxAvar |
Asymptotic Coefficient Covariance |
garchxObjective |
Auxiliary functions |
garchxRecursion |
Auxiliary functions |
garchxSim |
Simulate from a GARCH-X model |
gdiff |
Difference a vector or a matrix, with special treatment of zoo objects |
glag |
Lag a vector or a matrix, with special treatment of 'zoo' objects |
logLik.garchx |
Extraction functions for 'garchx' objects |
nobs.garchx |
Extraction functions for 'garchx' objects |
predict.garchx |
Extraction functions for 'garchx' objects |
print.garchx |
Extraction functions for 'garchx' objects |
quantile.garchx |
Extraction functions for 'garchx' objects |
refit |
Refit a model to new data |
refit.garchx |
Refit a model to new data |
residuals.garchx |
Extraction functions for 'garchx' objects |
rmnorm |
Random number generation from the multivariate normal distribution |
toLatex.garchx |
Extraction functions for 'garchx' objects |
ttest0 |
T-tests and Wald-tests under nullity |
vcov.garchx |
Extraction functions for 'garchx' objects |
waldtest0 |
T-tests and Wald-tests under nullity |