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). doi:10.1093/jjfinec/nbh020, Bollerslev T (1986). doi:10.1016/0304-4076(86)90063-1.
- 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, ContributorNeeraj Budhlakoti
Show author detailsRolesContributorDwijesh C. Mishra
Show author detailsRolesContributor
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- Imports3 packages