<p>A dataset containing CBOE Volatility Index from 5th of July 2016 to 4th of July 2017.
All missing values are simply passed and deleted from the data.</p>

datasets

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR) and
Student's t Mixture Autoregressive (StMAR) models, quantile residual tests, graphical diagnostics,
forecast and simulate from GMAR and StMAR processes. Also general linear constraints and restricting
autoregressive parameters to be the same for all regimes are supported.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Leena Kalliovirta (2012) <doi:10.1111/j.1368-423X.2011.00364.x>.

Savi Virolainen

uGMAR

Estimate Univariate Gaussian or Student's t Mixture
Autoregressive Model

VIX function

<p>A numeric vector containing 252 values.</p>

VIX: CBOE Volatility Index: VIX

Description

Usage

Arguments

Format