Package index • GEVStableGarch

All functions

dgat() pgat() qgat() rgat(): Generalized Asymmetric t (GAT) Distribution
gs_aparch_moment(): APARCH moment of the innovation distribution
gs_bootstrap(): Parametric bootstrap standard errors and confidence intervals
gs_check_dist(): Self check of an innovation distribution
gs_dist(): Innovation distribution for ARMA-GARCH/APARCH models
coef(<gs_fit>) vcov(<gs_fit>) logLik(<gs_fit>) nobs(<gs_fit>) residuals(<gs_fit>) sigma(<gs_fit>) fitted(<gs_fit>) print(<gs_fit>) summary(<gs_fit>): Methods for fitted models
gs_fit(): Fit an ARMA-GARCH/APARCH model by maximum likelihood
gs_gat(): GAt innovations
gs_gev(): GEV innovations
gs_model(): Set the parameters of an ARMA-GARCH/APARCH model
gs_sim(): Simulate an ARMA-GARCH/APARCH model
gs_spec(): Specify an ARMA-GARCH/APARCH model
gs_stable(): Stable innovations (S0 parametrization)
gs_stationarity(): Persistence of the APARCH scale recursion
predict(<gs_fit>) predict(<gs_model>): Forecast an ARMA-GARCH/APARCH model