Rmetrics - Autoregressive Conditional Heteroskedastic Modelling


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Documentation for package ‘fGarch’ version 2110.80.1

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fGarch-package GARCH Modelling Package
absMoments Absolute Moments of GARCH Distributions
coef-method GARCH Coefficients Methods
coef-methods GARCH Coefficients Methods
dem2gbp Time Series Data Sets
dged Skew GED Distribution and Parameter Estimation
dsged Skew GED Distribution and Parameter Estimation
dsnorm Skew Normal Distribution and Parameter Estimation
dsstd Skew Student-t Distribution and Parameter Estimation
dstd Skew Student-t Distribution and Parameter Estimation
fGarch GARCH Modelling Package
fGARCH-class Class "fGARCH"
fGARCHSPEC-class Class "fGARCHSPEC"
fitted-method Extract GARCH Model Fitted Values
fitted-methods Extract GARCH Model Fitted Values
formula-method Extract GARCH Model formula
formula-methods Extract GARCH Model formula
fUGARCHSPEC-class Class "fGARCH"
garchFit Univariate GARCH Time Series Fitting
garchFitControl GARCH Fitting Algorithms and Control
garchKappa Univariate GARCH Time Series Fitting
garchSim Univariate GARCH/APARCH Time Series Simulation
garchSpec Univariate GARCH Time Series Specification
gedFit Skew GED Distribution and Parameter Estimation
normFit Skew Normal Distribution and Parameter Estimation
pged Skew GED Distribution and Parameter Estimation
plot-method GARCH Plot Methods
plot-methods GARCH Plot Methods
predict-method GARCH Prediction Function
predict-methods GARCH Prediction Function
psged Skew GED Distribution and Parameter Estimation
psnorm Skew Normal Distribution and Parameter Estimation
psstd Skew Student-t Distribution and Parameter Estimation
pstd Skew Student-t Distribution and Parameter Estimation
qged Skew GED Distribution and Parameter Estimation
qsged Skew GED Distribution and Parameter Estimation
qsnorm Skew Normal Distribution and Parameter Estimation
qsstd Skew Student-t Distribution and Parameter Estimation
qstd Skew Student-t Distribution and Parameter Estimation
residuals-method Extract GARCH Model Residuals
residuals-methods Extract GARCH Model Residuals
rged Skew GED Distribution and Parameter Estimation
rsged Skew GED Distribution and Parameter Estimation
rsnorm Skew Normal Distribution and Parameter Estimation
rsstd Skew Student-t Distribution and Parameter Estimation
rstd Skew Student-t Distribution and Parameter Estimation
sged Skew GED Distribution and Parameter Estimation
sgedFit Skew GED Distribution and Parameter Estimation
sgedSlider Skew GED Distribution and Parameter Estimation
show-method GARCH Modelling Show Methods
show-methods GARCH Modelling Show Methods
snorm Skew Normal Distribution and Parameter Estimation
snormFit Skew Normal Distribution and Parameter Estimation
snormSlider Skew Normal Distribution and Parameter Estimation
sp500dge Time Series Data Sets
sstdFit Skew Student-t Distribution and Parameter Estimation
sstdSlider Skew Student-t Distribution and Parameter Estimation
std Skew Student-t Distribution and Parameter Estimation
stdFit Skew Student-t Distribution and Parameter Estimation
summary-method GARCH Summary Methods
summary-methods GARCH Summary Methods
TimeSeriesData Time Series Data Sets
update-method Class "fGARCH"
update-method Class "fGARCHSPEC"
volatility.fGARCH Extract GARCH Model Volatility