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rugarch (version 1.3-3)

Univariate GARCH models

Description

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

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Install

install.packages('rugarch')

Monthly Downloads

12,560

Version

1.3-3

License

GPL-3

Last Published

May 26th, 2014

Functions in rugarch (1.3-3)