SBAGM

cranv0.1.0

Search Best ARIMA, GARCH, and MS-GARCH Model. Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). <doi:10.1093/jjfinec/nbh020>, Bollerslev T (1986). <doi:10.1016/0304-4076(86)9

License GPL-3strong copyleft0 versions1 maintainers3 deps75 weekly dl
https://CRAN.R-project.org/package=SBAGM
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0/25
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0/20
popularity
25/25
security
12/15
maturity
2/15
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spam (close_name dist 2)slam (close_name dist 2)

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MSGARCHforecastrugarch
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First published · 2020-10-28 10:08:35

Last updated · 2020-10-28T07:40:05+00:00