The 'Tidymodels' Extension for GARCH Models


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Documentation for package ‘garchmodels’ version 0.1.1

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arch_order Tuning Parameters for Univariate Garch Models
ar_order Tuning Parameters for Univariate Garch Models
cgarch_rmgarch_multi_fit_impl Low-Level GARCH function for translating modeltime to forecast
dcc_rmgarch_multi_fit_impl Low-Level GARCH function for translating modeltime to forecast
dcc_rmgarch_multi_predict_impl Bridge prediction function for GARCH models
delete_attr Delete Dimension Attribute
garch_multivariate_reg General Interface for Multivariate GARCH Models
garch_order Tuning Parameters for Univariate Garch Models
garch_params Tuning Parameters for Univariate Garch Models
garch_reg General Interface for GARCH Models
gogarch_rmgarch_multi_fit_impl Low-Level GARCH function for translating modeltime to forecast
gogarch_rmgarch_multi_predict_impl Bridge prediction function for GARCH models
ma_order Tuning Parameters for Univariate Garch Models
new_modelgarch_bridge Constructor for creating garchmodels models
rIBM The IBM's Daily Returns
rugarch_fit_impl FIT - GARCH -
rugarch_multi_fit_impl Low-Level GARCH function for translating modeltime to forecast
rugarch_multi_predict_impl Bridge prediction function for GARCH models
rugarch_predict_impl Bridge prediction function for GARCH models
rX_longer IBM, Google and BP's daily returns in long format