tsgarch

Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.

Last 30 days

This package has been downloaded 421 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 11 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 8,869 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Oct 13, 2024 with 871 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.