<< ARMA and VARMA tools
grocer
Automatic estimation >>
grocer
>> GARCH models
GARCH models
garch
—
garch estimation
garch_grad
—
Generates garch gradient
garch_grad2
—
Generates garch gradient
garch_like
—
log likelihood for garch model
garch_sigt
—
Generates garch sigmas
garch_trans
—
Transforms garch parameters
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<< ARMA and VARMA tools
grocer
Automatic estimation >>