Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

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Documentation for package ‘fGarch’ version 4022.89

• DESCRIPTION file.
• Package NEWS.

Help Pages

fGarch-package	Modelling heterskedasticity in financial time series
.gogarchFit	Univariate or multivariate GARCH time series fitting
absMoments	Absolute moments of GARCH distributions
coef	GARCH coefficients methods
coef-method	GARCH coefficients methods
coef-methods	GARCH coefficients methods
dem2gbp	Time series datasets
dged	Standardized generalized error distribution
dsged	Skew generalized error distribution
dsnorm	Skew normal distribution
dsstd	Skew Student-t distribution
dstd	Standardized Student-t distribution
fGarch	Modelling heterskedasticity in financial time series
fGARCH-class	Class "fGARCH"
fGarchData	Time series datasets
fGARCHSPEC-class	Class "fGARCHSPEC"
fitted	Extract GARCH model fitted values
fitted-method	Extract GARCH model fitted values
fitted-methods	Extract GARCH model fitted values
formula	Extract GARCH model formula
formula-method	Extract GARCH model formula
formula-methods	Extract GARCH model formula
fUGARCHSPEC-class	Class 'fUGARCHSPEC'
garchFit	Univariate or multivariate GARCH time series fitting
garchFitControl	Control GARCH fitting algorithms
garchKappa	Univariate or multivariate GARCH time series fitting
garchSim	Simulate univariate GARCH/APARCH time series
garchSpec	Univariate GARCH/APARCH time series specification
ged	Standardized generalized error distribution
gedFit	Generalized error distribution parameter estimation
gedSlider	Generalized error distribution slider
pged	Standardized generalized error distribution
plot	GARCH plot methods
plot-method	GARCH plot methods
plot-methods	GARCH plot methods
predict	GARCH prediction function
predict-method	GARCH prediction function
predict-methods	GARCH prediction function
psged	Skew generalized error distribution
psnorm	Skew normal distribution
psstd	Skew Student-t distribution
pstd	Standardized Student-t distribution
qged	Standardized generalized error distribution
qsged	Skew generalized error distribution
qsnorm	Skew normal distribution
qsstd	Skew Student-t distribution
qstd	Standardized Student-t distribution
residuals	Extract GARCH model residuals
residuals-method	Extract GARCH model residuals
residuals-methods	Extract GARCH model residuals
rged	Standardized generalized error distribution
rsged	Skew generalized error distribution
rsnorm	Skew normal distribution
rsstd	Skew Student-t distribution
rstd	Standardized Student-t distribution
sged	Skew generalized error distribution
sgedFit	Skew generalized error distribution parameter estimation
sgedSlider	Skew GED distribution slider
show-method	Class "fGARCH"
show-method	Class "fGARCHSPEC"
snorm	Skew normal distribution
snormFit	Skew normal distribution parameter estimation
snormSlider	Skew normal distribution slider
sp500dge	Time series datasets
sstd	Skew Student-t distribution
sstdFit	Skew Student-t distribution parameter estimation
sstdSlider	Skew Student-t distribution slider
std	Standardized Student-t distribution
stdFit	Student-t distribution parameter estimation
stdSlider	Student-t distribution slider
summary	GARCH summary methods
summary-method	GARCH summary methods
summary-methods	GARCH summary methods
update-method	Class "fGARCH"
update-method	Class "fGARCHSPEC"
volatility	Extract GARCH model volatility
volatility.fGARCH	Extract GARCH model volatility