arma_forecast |
Sample ARMA Forecast Data |
as_flextable.tstest |
Transform a summary object into flextable |
as_flextable.tstest.berkowitz |
Transform a summary object into flextable |
as_flextable.tstest.dac |
Transform a summary object into flextable |
as_flextable.tstest.gmm |
Transform a summary object into flextable |
as_flextable.tstest.hongli |
Transform a summary object into flextable |
as_flextable.tstest.minzar |
Transform a summary object into flextable |
as_flextable.tstest.nyblom |
Transform a summary object into flextable |
as_flextable.tstest.shortfall_de |
Transform a summary object into flextable |
as_flextable.tstest.signbias |
Transform a summary object into flextable |
as_flextable.tstest.vares |
Transform a summary object into flextable |
as_flextable.tstest.var_cp |
Transform a summary object into flextable |
berkowitz_test |
Berkowitz Forecast Density Test |
dac_test |
Directional Accuracy Tests |
garch_forecast |
Sample GARCH Forecast Data |
gmm_test |
GMM Orthogonality Test |
hongli_test |
The Non-Parametric Density Test of Hong and Li |
minzar_test |
Mincer-Zarnowitz Test |
nyblom_test |
Nyblom-Hansen Parameter Constancy Test |
print.tstest |
Test Print method |
print.tstest.berkowitz |
Test Print method |
print.tstest.dac |
Test Print method |
print.tstest.gmm |
Test Print method |
print.tstest.hongli |
Test Print method |
print.tstest.minzar |
Test Print method |
print.tstest.nyblom |
Test Print method |
print.tstest.shortfall_de |
Test Print method |
print.tstest.signbias |
Test Print method |
print.tstest.vares |
Test Print method |
print.tstest.var_cp |
Test Print method |
shortfall_de_test |
Expected Shortfall DE Test |
shortfall_test |
Expected Shortfall DE Test |
signbias_test |
Sign Bias Test |
spy |
SPY ETF Adjusted Close |
var_cp_test |
Value at Risk CP Test |
var_test |
Value at Risk and Expected Shortfall Tests |