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Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
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Documentation for package ‘fGarch’ version 3042.83.2
Help Pages
| fGarch-package | Modelling Heterskedasticity in Financial Time Series |
| absMoments | Absolute Moments of GARCH Distributions |
| coef-method | GARCH Coefficients Methods |
| coef-methods | GARCH Coefficients Methods |
| dem2gbp | Time Series Data Sets |
| dged | Generalized Error Distribution |
| dsged | Skew Generalized Error Distribution |
| dsnorm | Skew Normal Distribution |
| dsstd | Skew Student-t Distribution and Parameter Estimation |
| dstd | Student-t Distribution |
| fGarch | Modelling Heterskedasticity in Financial Time Series |
| 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 |
| ged | Generalized Error Distribution |
| gedFit | Generalized Error Distribution Parameter Estimation |
| gedSlider | Geeneralized Error Distribution Slider |
| pged | Generalized Error Distribution |
| plot-method | GARCH Plot Methods |
| plot-methods | GARCH Plot Methods |
| predict-method | GARCH Prediction Function |
| predict-methods | GARCH Prediction Function |
| psged | Skew Generalized Error Distribution |
| psnorm | Skew Normal Distribution |
| psstd | Skew Student-t Distribution and Parameter Estimation |
| pstd | Student-t Distribution |
| qged | Generalized Error Distribution |
| qsged | Skew Generalized Error Distribution |
| qsnorm | Skew Normal Distribution |
| qsstd | Skew Student-t Distribution and Parameter Estimation |
| qstd | Student-t Distribution |
| residuals-method | Extract GARCH Model Residuals |
| residuals-methods | Extract GARCH Model Residuals |
| rged | Generalized Error Distribution |
| rsged | Skew Generalized Error Distribution |
| rsnorm | Skew Normal Distribution |
| rsstd | Skew Student-t Distribution and Parameter Estimation |
| rstd | Student-t Distribution |
| sged | Skew Generalized Error Distribution |
| sgedFit | Skew Generalized Error Distribution Parameter Estimation |
| sgedSlider | Skew GED Distribution Slider |
| show-method | GARCH Modelling Show Methods |
| show-methods | GARCH Modelling Show Methods |
| snorm | Skew Normal Distribution |
| snormFit | Skew Normal Distribution Parameter Estimation |
| snormSlider | Skew Normal Distribution Slider |
| sp500dge | Time Series Data Sets |
| sstd | Skew Student-t Distribution and Parameter Estimation |
| sstdFit | Skew Student-t Distribution Parameter Estimation |
| sstdSlider | Skew Student-t Distribution Slider |
| std | Student-t Distribution |
| stdFit | Student-t Distribution Parameter Estimation |
| stdSlider | Student-t Distribution Slider |
| 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 |