Methods are available for objects of class tscopulaU,
vtscopula, tscopulafit, margin and
tscm.

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

fit function

<dl><dt>x</dt>
<dd>an object of the model class.</dd>
<dt>y</dt>
<dd>a vector or time series of data.</dd>
<dt>...</dt>
<dd>further arguments to be passed on.</dd></dl>

Arguments

Generic for estimating time series models — fit

<dl>

<dt>x</dt>
<dd>an object of the model class.</dd>


<dt>y</dt>
<dd>a vector or time series of data.</dd>


<dt>...</dt>
<dd>further arguments to be passed on.</dd>

</dl>

fit: Generic for estimating time series models

Description

Usage

Value

Arguments