QPBoot

Model validation using Quantile Spectral Analysis and Parametric Bootstrap techniques

This pakage can be used for validating parametric time-series models. There is a demo available for checking if a GARCH(1,1) model is suitable for DAX returns via

demo("DAX")

The main method is qpBoot and for its model argument there are several predefined models (getGARCH(), or getARMA() for example).