Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). , Bollerslev T (1986). .
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0.1.0 by Rajeev Ranjan Kumar, 6 years ago
Browse source code at https://github.com/cran/SBAGM
Authors: Rajeev Ranjan Kumar [aut, cre] , Girish Kumar Jha [aut, ths, ctb] , Dwijesh C. Mishra [ctb] , Neeraj Budhlakoti [ctb]
Documentation: PDF Manual
GPL-3 license
Imports MSGARCH, forecast, rugarch
See at CRAN