SBAGM
Search Best ARIMA, GARCH, and MS-GARCH Model
Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004).
- Version0.1.0
- R version≥ 2.10
- LicenseGPL-3
- Needs compilation?No
- Last release10/28/2020
Team
Rajeev Ranjan Kumar
Girish Kumar Jha
Show author detailsRolesAuthor, Thesis advisor, ContributorDwijesh C. Mishra
Show author detailsRolesContributorNeeraj Budhlakoti
Show author detailsRolesContributor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends1 package
- Imports3 packages