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WaveletGARCH (version 0.1.0)
Fit the Wavelet-GARCH Model to Volatile Time Series Data
Description
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015)
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Version
Version
0.1.0
Install
install.packages('WaveletGARCH')
Monthly Downloads
532
Version
0.1.0
License
GPL
Maintainer
Dr. Kumar Paul
Last Published
October 17th, 2019
Functions in WaveletGARCH (0.1.0)
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WaveletGARCHFit
Fitting of Wavelet-GARCH model
WaveletGARCHFore
Forecasting by Wavelet-GARCH model