rugarch

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Last 30 days

This package has been downloaded 43,284 times in the last 30 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 986 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 373,653 times in the last 365 days. That's a whole lot of downloads. Somewhere, a librarian is trying to figure out why more bandwidth is needed. The day with the most downloads was Mar 27, 2025 with 2,273 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.