r-gas
Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
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Summary
Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.
Last Updated
Jan 16, 2024 at 21:22
License
GPL-3
Total Downloads
39
Supported Platforms
linux-64