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Topic :: Finance :: Time Series [Remove This Filter]
Topic :: Econometrics :: Time Series Modelling [Remove This Filter]
License :: OSI Approved :: GNU General Public License (GPL) [Remove This Filter]
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2 projects in result set.
0. RRegArch - Simulation and Estimation of ARCH, GARCH, TARCH, EGARCH, APARCH model with different conditional means (AR, MA, ARMA, Var In Mean, St Deviation in Mean, multiple linear regression) and different types of conditional distributions. | |
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Activity Percentile: 0.00 Registered: 2009-04-23 12:22 |
1. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices. | |
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Activity Percentile: 0.00 Registered: 2008-10-03 08:07 |