garchx-package | Flexible and Robust GARCH-X Modelling |
coef.garchx | Extraction functions for 'garchx' objects |
fitted.garchx | Extraction functions for 'garchx' objects |
garchx | Estimate a GARCH-X model |
garchxAvar | Asymptotic Coefficient Covariance |
garchxObjective | Auxiliary functions |
garchxRecursion | Auxiliary functions |
garchxSim | Simulate from a GARCH-X model |
logLik.garchx | Extraction functions for 'garchx' objects |
nobs.garchx | Extraction functions for 'garchx' objects |
predict.garchx | Extraction functions for 'garchx' objects |
print.garchx | Extraction functions for 'garchx' objects |
quantile.garchx | Extraction functions for 'garchx' objects |
residuals.garchx | Extraction functions for 'garchx' objects |
rmnorm | Random number generation from the multivariate normal distribution |
toLatex.garchx | Extraction functions for 'garchx' objects |
ttest0 | T-tests and Wald-tests under nullity |
vcov.garchx | Extraction functions for 'garchx' objects |
waldtest0 | T-tests and Wald-tests under nullity |