QPBoot (version 0.2)

Models: Predefined Time-Series Models

Description

Creates a tsModel-class object representing a time-series model

Usage

getARMA(spec = list(ar.order = NA, ma.order = NA))
getAR(spec = list(ar.order = 1))
getMA(spec = list(ma.order = 1))
getNoise()
getGARCH(spec = list(alpha = 1, beta = 1))
getARCH(spec = list(alpha = 1))
getEGARCH(spec = list(alpha = 1, beta = 1))
getARMA_GARCH(spec = list(ar = 1, ma = 1, alpha = 1, beta = 1))

Arguments

spec

a list specifying the structure of the parameters of the model