Estimation and Exogenous Covariate Selection for ARCH-m(X),
Additive ARCH-m(x), and GARCH-X Models
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Documentation for package ‘GARCH.X’ version 2.0
Help Pages
| ARCHmX | Fitting an ARCH-m(X) model |
| ARCHmXAdditive | Creating and fitting an Additive ARCH-m(X) model for variable selection |
| GARCHX | Fitting a GARCH-X model |
| sim.ARCHmX | Simulating data from an ARCH-m(X) process |
| sim.ARCHmXAdditive | Simulate data from an ARCHmXAdditive model |
| sim.GARCHX | Simulate GARCHX model |
| stepwise | Performing Stepwise Variable Selection for an ARCH-m(X) or GARCHX Process |