Rmetrics - The Dynamical Process Behind Markets


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Documentation for package `fSeries' version 240.10068

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A B C D F G H I L M N P Q R S T U W

-- A --

absMoments GARCH Distributions and Parameter Estimation
absvalFit Long Range Dependence Modelling
adfTest Unit Root Time Series Tests
aggvarFit Long Range Dependence Modelling
arfimaOxFit R Interface for Garch Arfima
ArfimaOxInterface R Interface for Garch Arfima
armaFit Integrated ARMA Time Series Modelling
ArmaModelling Integrated ARMA Time Series Modelling
armaRoots Integrated ARMA Time Series Modelling
armaSim Integrated ARMA Time Series Modelling
armaTrueacf Integrated ARMA Time Series Modelling

-- B --

bdsTest Time Series Tests
Boxcar Haviside and Related Functions
boxperFit Long Range Dependence Modelling

-- C --

ChaoticTimeSeries Chaotic Time Series Modelling
coef.fARMA Integrated ARMA Time Series Modelling

-- D --

Delta Haviside and Related Functions
dfTable Unit Root Distributions
dged GARCH Distributions and Parameter Estimation
diffvarFit Long Range Dependence Modelling
dsged GARCH Distributions and Parameter Estimation
dsnorm GARCH Distributions and Parameter Estimation
dsstd GARCH Distributions and Parameter Estimation
dstd GARCH Distributions and Parameter Estimation

-- F --

falsennPlot Chaotic Time Series Modelling
farimaSim Long Range Dependence Modelling
farimaTrueacf Long Range Dependence Modelling
farimaTruefft Long Range Dependence Modelling
fARMA Integrated ARMA Time Series Modelling
fARMA-class Integrated ARMA Time Series Modelling
fbmSim Long Range Dependence Modelling
fGARCH-class Univariate GARCH Time Series Modelling
fgnSim Long Range Dependence Modelling
fgnTrueacf Long Range Dependence Modelling
fgnTruefft Long Range Dependence Modelling
fHURST Long Range Dependence Modelling
fHURST-class Long Range Dependence Modelling
fitted.fARMA Integrated ARMA Time Series Modelling
fitted.fGARCH Univariate GARCH Time Series Modelling

-- G --

GarchDistributions GARCH Distributions and Parameter Estimation
garchFit Univariate GARCH Time Series Modelling
garchKappa Univariate GARCH Time Series Modelling
GarchModelling Univariate GARCH Time Series Modelling
garchOxFit R Interface for Garch Ox
GarchOxInterface R Interface for Garch Ox
garchSim Univariate GARCH Time Series Modelling
garchSpec Univariate GARCH Time Series Modelling
garchSpec-class Univariate GARCH Time Series Modelling
gedFit GARCH Distributions and Parameter Estimation

-- H --

Heaviside Haviside and Related Functions
HeavisideFunction Haviside and Related Functions
henonSim Chaotic Time Series Modelling
higuchiFit Long Range Dependence Modelling
hurstSlider Long Range Dependence Modelling

-- I --

ikedaSim Chaotic Time Series Modelling

-- L --

logisticSim Chaotic Time Series Modelling
LongRangeDependence Long Range Dependence Modelling
lorentzSim Chaotic Time Series Modelling
lyapunovPlot Chaotic Time Series Modelling

-- M --

mutualPlot Chaotic Time Series Modelling

-- N --

normFit GARCH Distributions and Parameter Estimation

-- P --

pdftest Unit Root Distributions
pengFit Long Range Dependence Modelling
perFit Long Range Dependence Modelling
pged GARCH Distributions and Parameter Estimation
plot.fARMA Integrated ARMA Time Series Modelling
plot.fGARCH Univariate GARCH Time Series Modelling
plot.garchOx R Interface for Garch Ox
predict.fARMA Integrated ARMA Time Series Modelling
predict.fGARCH Univariate GARCH Time Series Modelling
print.fARMA Integrated ARMA Time Series Modelling
print.fGARCH Univariate GARCH Time Series Modelling
print.garchOx R Interface for Garch Ox
print.garchSpec Univariate GARCH Time Series Modelling
psged GARCH Distributions and Parameter Estimation
psnorm GARCH Distributions and Parameter Estimation
psstd GARCH Distributions and Parameter Estimation
pstd GARCH Distributions and Parameter Estimation
punitroot Unit Root Distributions

-- Q --

qdftest Unit Root Distributions
qged GARCH Distributions and Parameter Estimation
qsged GARCH Distributions and Parameter Estimation
qsnorm GARCH Distributions and Parameter Estimation
qsstd GARCH Distributions and Parameter Estimation
qstd GARCH Distributions and Parameter Estimation
qunitroot Unit Root Distributions

-- R --

Ramp Haviside and Related Functions
recurrencePlot Chaotic Time Series Modelling
residuals.fARMA Integrated ARMA Time Series Modelling
residuals.fGARCH Univariate GARCH Time Series Modelling
rged GARCH Distributions and Parameter Estimation
roesslerSim Chaotic Time Series Modelling
rsFit Long Range Dependence Modelling
rsged GARCH Distributions and Parameter Estimation
rsnorm GARCH Distributions and Parameter Estimation
rsstd GARCH Distributions and Parameter Estimation
rstd GARCH Distributions and Parameter Estimation

-- S --

separationPlot Chaotic Time Series Modelling
sgedFit GARCH Distributions and Parameter Estimation
show,fHURST-method Long Range Dependence Modelling
show.fHURST Long Range Dependence Modelling
Sign Haviside and Related Functions
snormFit GARCH Distributions and Parameter Estimation
sstdFit GARCH Distributions and Parameter Estimation
stdFit GARCH Distributions and Parameter Estimation
summary.fARMA Integrated ARMA Time Series Modelling
summary.fGARCH Univariate GARCH Time Series Modelling
summary.garchOx R Interface for Garch Ox

-- T --

tentSim Chaotic Time Series Modelling
TimeSeriesTests Time Series Tests
tnnTest Time Series Tests
tsTest Time Series Tests

-- U --

UnitrootDistribution Unit Root Distributions
unitrootTest Unit Root Time Series Tests
UnitrootTests Unit Root Time Series Tests
urdfTest Unit Root Time Series Tests
urersTest Unit Root Time Series Tests
urkpssTest Unit Root Time Series Tests
urppTest Unit Root Time Series Tests
urspTest Unit Root Time Series Tests
urTest Unit Root Time Series Tests
urzaTest Unit Root Time Series Tests

-- W --

waveletFit Long Range Dependence Modelling
whittleFit Long Range Dependence Modelling
wnnTest Time Series Tests