coef |
Coefficient method for objects of class VLSTAR |
coef.VLSTAR |
Coefficient method for objects of class VLSTAR |
coefficients |
Coefficient method for objects of class VLSTAR |
logLik |
Log-Likelihood method |
logLik.VLSTAR |
Log-Likelihood method |
lrvarbart |
Long-run variance using Bartlett kernel |
multiCUMSUM |
Multivariate CUMSUM test |
plot.VLSTAR |
Plot methods for a VLSTAR object |
plot.vlstarpred |
Plot methods for a vlstarpred object |
predict |
VLSTAR Prediction |
predict.VLSTAR |
VLSTAR Prediction |
print |
Print method for objects of class VLSTAR |
print.multiCUMSUM |
Multivariate CUMSUM test |
print.summary |
Summary method for objects of class VLSTAR |
print.summary.VLSTAR |
Summary method for objects of class VLSTAR |
print.VLSTAR |
Print method for objects of class VLSTAR |
print.VLSTARjoint |
Joint linearity test |
print.vlstarpred |
VLSTAR Prediction |
rcov |
Realized Covariance |
Realized |
Monthly time series used to test VLSTAR models. |
Sample5minutes |
Ten simulated prices series for 19 trading days in January 2010. |
startingVLSTAR |
Starting parameters for a VLSTAR model |
summary |
Summary method for objects of class VLSTAR |
summary.VLSTAR |
Summary method for objects of class VLSTAR |
techprices |
Daily closing prices of 3 tech stocks. |
VLSTAR |
VLSTAR- Estimation |
VLSTARjoint |
Joint linearity test |