tsgarch

cranv1.0.3

Univariate GARCH Models. Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rug

License GPL-2strong copyleft0 versions1 maintainers19 deps108 weekly dl
tsmodels/tsgarch
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5/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
2/15
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0
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Dependencies (19)
methodstsmethodsTMBRcppnloptrRdpacknumDerivxtszoofuture.applyfutureprogressrflextablestatsutilsdata.tabletsdistributionslubridatesandwich
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First published · 2024-10-12 02:03:40

Last updated · 2024-10-11T23:50:02+00:00