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| AutoSEARCH-package | General-to-Specific (GETS) Modelling |
| AutoSEARCH | General-to-Specific (GETS) Modelling |
| eqwma | Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values |
| gedestp | Estimate and compute log-likelihood of the standardised Generalised Error Distribution (GED) |
| gedlogl | Estimate and compute log-likelihood of the standardised Generalised Error Distribution (GED) |
| gets.mean | General-to-Specific (GETS) Modelling of an AR-X model with log-ARCH-X errors |
| gets.vol | General-to-Specific (GETS) Modelling of an AR-X model with log-ARCH-X errors |
| gLag | Lag a series |
| gLog.ep | Adjust for zero values and compute log(abs(e)^p) |
| info.criterion | Computes the Value of an Information Criterion |
| jb.test | Jarque-Bera test for normality |
| leqwma | Equally Weighted Moving Average (EqWMA) of the pth. exponentiated values |
| ols.fit1 | Fast and accurate OLS estimation by means of QR decomposition |
| ols.fit2 | Fast and accurate OLS estimation by means of QR decomposition |
| regs.mean.sm | Create the regressors of an AR-X model |
| regs.vol.sm | Create the regressors of a log-ARCH-X model |
| skewness.test | Chi-squared test for skewness in the standardised residuals |
| sm | Estimate an AR-X Model with Log-ARCH-X Errors |