Package: SBAGM 0.1.0

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>.

Authors:Rajeev Ranjan Kumar [aut, cre], Girish Kumar Jha [aut, ths, ctb], Dwijesh C. Mishra [ctb], Neeraj Budhlakoti [ctb]

SBAGM_0.1.0.tar.gz
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SBAGM.pdf |SBAGM.html✨
SBAGM/json (API)

# Install 'SBAGM' in R:
install.packages('SBAGM', repos = c('https://rrk4910.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 2 scripts 135 downloads 3 exports 67 dependencies

Last updated 4 years agofrom:9c759b4315. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 23 2024
R-4.5-winOKNov 23 2024
R-4.5-linuxOKNov 23 2024
R-4.4-winOKNov 23 2024
R-4.4-macOKNov 23 2024
R-4.3-winOKNov 23 2024
R-4.3-macOKNov 23 2024

Exports:appgarchappmsgarchARIMAAIC

Dependencies:chronclicodacolorspacecurlDistributionUtilsexpmfanplotfansifarverFNNforecastfracdiffGeneralizedHyperbolicgenericsggplot2gluegtableisobandjsonlitekernlabKernSmoothkslabelinglatticelifecyclelmtestmagrittrMASSMatrixmclustmgcvMSGARCHmulticoolmunsellmvtnormnlmenloptrnnetnumDerivpillarpkgconfigpracmaquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangRsolnprugarchscalesSkewHyperbolicspdtibbletimeDatetruncnormtseriesTTRurcautf8vctrsviridisLitewithrxtszoo