r-rugarch

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ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Versions

To install this package, run one of the following:

$conda install krinsman::r-rugarch

Version

1 / 8 versions selected

Downloads (Last 6 months): 0

Summary

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Last Updated

May 2, 2018 at 17:14

License

GPL-3

Total Downloads

202

Supported Platforms

linux-ppc64le

linux-64

linux-aarch64

linux-armv7l

macOS-64

linux-armv6l

linux-32

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