Entry: ArmaModelling
Aliases: ArmaModelling fARMA fARMA-class armaSim armaFit predict.fARMA print.fARMA plot.fARMA summary.fARMA fitted.values.fARMA residuals.fARMA armaRoots armaTrueacf armaToeplitz armaFischer
Keywords: models
Description: Integrated ARMA Time Series Modelling
URL: ../../../library/fSeries/html/A1-ArmaModelling.html

Entry: GarchModelling
Aliases: GarchModelling fGARCH fAPARCH fGARCH-class fAPARCH-class garchSim garchFit aparchSim aparchFit predict.fGARCH print.fGARCH summary.fGARCH print.summary.fGARCH plot.fGARCH fitted.values.fGARCH residuals.fGARCH predict.fAPARCH print.fAPARCH summary.fAPARCH print.summary.fAPARCH plot.fAPARCH
Keywords: models
Description: Univariate GARCH Time Series Modelling
URL: ../../../library/fSeries/html/A2-GarchModelling.html

Entry: garchOxModelling
Aliases: garchOxFit print.garchOx summary.garchOx plot.garchOx
Keywords: models
Description: R Interface for Garch Ox
URL: ../../../library/fSeries/html/A3-GarchOxModelling.html

Entry: LongMemoryModelling
Aliases: LongMemoryModelling fbmSim fgnSim farimaSim ckFGN0 gkFGN0 ckFARIMA0 gkFARIMA0 fHURST fHURST-class show.fHURST show,fHURST-method aggvarFit diffvarFit absvalFit higuchiFit pengFit rsFit perFit boxperFit whittleFit waveletFit
Keywords: models
Description: Long Memory Behaviour of Time Series
URL: ../../../library/fSeries/html/A4-LongMemoryModelling.html

Entry: ChaoticTimeSeries
Aliases: ChaoticTimeSeries henonSim ikedaSim logisticSim lorentzSim roesslerSim
Keywords: models
Description: Chaotic Time Series Modelling
URL: ../../../library/fSeries/html/A5-ChaoticTimeSeries.html

Entry: PortableRandomInnovations
Aliases: PortableRandomInnovations set.lcgseed get.lcgseed runif.lcg rnorm.lcg rt.lcg
Keywords: programming
Description: Generator for Portable Random Innovations
URL: ../../../library/fSeries/html/A6-PortableRandomInnovations.html

Entry: TimeSeriesTests
Aliases: TimeSeriesTests tsTest bdsTest tnnTest wnnTest
Keywords: htest
Description: Time Series Tests
URL: ../../../library/fSeries/html/B1-TimeSeriesTests.html

Entry: UnitrootDistribution
Aliases: UnitrootDistribution punitroot qunitroot
Keywords: distribution
Description: Unit Root Distribution
URL: ../../../library/fSeries/html/B2-UnitrootDistribution.html

Entry: UnitrootTests
Aliases: UnitrootTests urTest adfTest unitrootTest urersTest urkpssTest urppTest urspTest urzaTest
Keywords: htest
Description: Unit Root Time Series Tests
URL: ../../../library/fSeries/html/B3-UnitrootTests.html

Entry: HeavisideFunction
Aliases: HeavisideFunction H Sign Delta Boxcar Ramp
Keywords: programming
Description: Haviside and Related Functions
URL: ../../../library/fSeries/html/C1-HeavisideFunction.html

Entry: GarchDistributions
Aliases: GarchDistributions dsnorm psnorm qsnorm rsnorm dstd pstd qstd rstd dsstd psstd qsstd rsstd dged pged qged rged dsged psged qsged rsged
Keywords: distribution
Description: GARCH Distributions
URL: ../../../library/fSeries/html/C2-GarchDistributions.html

Entry: GarchDistributionFits
Aliases: GarchDistributionFits normFit snormFit stdFit sstdFit gedFit sgedFit
Keywords: distribution
Description: Parameter Fit of a Distribution
URL: ../../../library/fSeries/html/C3-GarchDistributionFits.html

Entry: SeriesData
Aliases: SeriesData nyseres recession dem2gbp cac40 sp500dge ibmbj nelsonplosser surex1.ts rf.30day black.ts klein kmenta
Keywords: datasets
Description: fSeries Data Sets
URL: ../../../library/fSeries/html/X1-SeriesData.html

Entry: MillsData
Aliases: MillsData RS R20 RSQ R20Q RSQREAL FTAPRICE FTADIV FTARET RPI EXCHD EXCHQ SP500 SP500R SP500D FT30 FTSE100 CTLD LGEN PRU
Keywords: datasets
Description: Terence Mill's Data Sets
URL: ../../../library/fSeries/html/X2-MillsData.html

Entry: SeriesTools
Aliases: SeriesTools xmpSeries xmpfSeries
Keywords: programming
Description: fSeries Tools
URL: ../../../library/fSeries/html/Z1-SeriesTools.html
