Flexible and Robust GARCH-X Modelling
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Documentation for package ‘garchx’ version 1.5
Help Pages
| 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 |