acf.gamma_m |
Computation of autocovariance and autocorrelation for an ARMA residuals. |
acf.univ |
Computation of autocovariance and autocorrelation for an ARMA residuals. |
ARMA.selec |
Selection of ARMA models |
CAC40 |
Paris stock exchange |
CAC40return |
Paris stock exchange return |
CAC40return.sq |
Paris stock exchange square return |
estimation |
Parameters estimation of a time series. |
gradient |
Computation the gradient of the residuals of an ARMA model |
matXi |
Estimation of Fisher information matrix I |
meansq |
Function optim will minimize |
nl.acf |
Autocorrelogram |
omega |
Computation of Fisher information matrice |
portmanteauTest |
Portmanteau tests |
portmanteauTest.h |
Portmanteau tests for one lag. |
signifparam |
Computes the parameters significance |
sim.ARMA |
Simulation of ARMA(p,q) model. |
simGARCH |
GARCH process |
VARest |
Estimation of VAR(p) model |
wnPT |
Weak white noise |
wnPT_SQ |
Weak white noise |
wnRT |
Weak white noise |