Entry: ArmaModelling
Aliases: ArmaModelling fARMA fARMA-class armaSim armaFit predict.fARMA print.fARMA plot.fARMA summary.fARMA fitted.fARMA residuals.fARMA armaRoots armaTrueacf armaToeplitz armaFischer
Keywords: models
Description: Integrated ARMA Time Series Modelling
URL: ../../../library/fSeries/html/031A-ArmaModelling.html

Entry: UnitrootDistribution
Aliases: UnitrootDistribution punitroot qunitroot pdftest qdftest dfTable
Keywords: distribution
Description: Unit Root Distributions
URL: ../../../library/fSeries/html/032A-UnitrootDistribution.html

Entry: UnitrootTests
Aliases: UnitrootTests urTest adfTest unitrootTest urdfTest urersTest urkpssTest urppTest urspTest urzaTest
Keywords: htest
Description: Unit Root Time Series Tests
URL: ../../../library/fSeries/html/032B-UnitrootTests.html

Entry: LongRangeDependence
Aliases: LongRangeDependence fbmSim fgnSim farimaSim fgnTrueacf fgnTruefft farimaTrueacf farimaTruefft fHURST fHURST-class show.fHURST show,fHURST-method aggvarFit diffvarFit absvalFit higuchiFit pengFit rsFit perFit boxperFit whittleFit waveletFit
Keywords: models
Description: Long Range Dependence Modelling
URL: ../../../library/fSeries/html/033A-LongRangeDependence.html

Entry: GarchDistributions
Aliases: GarchDistributions dsnorm psnorm qsnorm rsnorm dstd pstd qstd rstd dsstd psstd qsstd rsstd dged pged qged rged dsged psged qsged rsged normFit snormFit stdFit sstdFit gedFit sgedFit absMoments
Keywords: distribution
Description: GARCH Distributions and Parameter Estimation
URL: ../../../library/fSeries/html/034A-GarchDistributions.html

Entry: HeavisideFunction
Aliases: HeavisideFunction H Sign Delta Boxcar Ramp
Keywords: programming
Description: Haviside and Related Functions
URL: ../../../library/fSeries/html/034B-HeavisideFunction.html

Entry: GarchModelling
Aliases: GarchModelling garchSpec-class garchSpec print.garchSpec garchSim fGARCH-class garchFit print.fGARCH summary.fGARCH plot.fGARCH residuals.fGARCH fitted.fGARCH predict.fGARCH garchKappa
Keywords: models
Description: Univariate GARCH Time Series Modelling
URL: ../../../library/fSeries/html/034C-GarchModelling.html

Entry: GarchOxInterface
Aliases: GarchOxInterface garchOxFit print.garchOx summary.garchOx plot.garchOx
Keywords: models
Description: R Interface for Garch Ox
URL: ../../../library/fSeries/html/034D-GarchOxInterface.html

Entry: ChaoticTimeSeries
Aliases: ChaoticTimeSeries tentSim henonSim ikedaSim logisticSim lorentzSim roesslerSim mutualPlot falsennPlot recurrencePlot separationPlot lyapunovPlot
Keywords: models
Description: Chaotic Time Series Modelling
URL: ../../../library/fSeries/html/035A-ChaoticTimeSeries.html

Entry: TimeSeriesTests
Aliases: TimeSeriesTests tsTest bdsTest tnnTest wnnTest
Keywords: htest
Description: Time Series Tests
URL: ../../../library/fSeries/html/035B-TimeSeriesTests.html

Entry: fSeriesData
Aliases: fSeriesData nyseres recession dem2gbp cac40 sp500dge sp500index ibmbj nelsonplosser surex1.ts rf.30day black.ts klein kmenta gnptbill
Keywords: datasets
Description: fSeries Data Sets
URL: ../../../library/fSeries/html/036A-fSeriesData.html

Entry: MillsData
Aliases: MillsData RS R20 RSQ R20Q RSQREAL FTAPRICE FTADIV FTARET RPI EXCHD EXCHQ SP500 SP500R SP500D FT30 FTSE100 CTLD LGEN PRU
Keywords: datasets
Description: Terence Mill's Data Sets
URL: ../../../library/fSeries/html/036B-MillsData.html

Entry: TsayData
Aliases: TsayData dciti.txt dcscointc.txt dcscoy99ln.txt dgnp82.txt dibmln.txt dibmln98.txt dibmln99.txt dintc.txt dmmm.txt dmsft.txt dvwew.txt exchperc.txt hkja.txt ibm.txt.txt ibm1to5dur.txt ibm91ads.txt ibm91adsx.txt ibm9912tp.txt ibmdurad.txt ibmy98.txt jnj.dat m3m4699.txt m5cln.txt mew.txt mgeln.txt mgs.txt mgs1n3.txt mibmln.txt mibmln99.txt mibmsp6299.txt mibmspln.txt mibmsplnsu.txt mintc.txt mmmm.txt msp6299.txt mvw.txt qgnp.txt qunemrate.txt sp500.txt sp5may.txt wgs1yr.txt wgs3c.txt wgs3n1c.txt wgs3yr.txt wtb3ms.txt wtb6ms.txt
Keywords: datasets
Description: Ruey Tsay's Data Sets
URL: ../../../library/fSeries/html/036C-TsayData.html

Entry: SeriesTools
Aliases: SeriesTools xmpSeries xmpfSeries
Keywords: programming
Description: fSeries Tools
URL: ../../../library/fSeries/html/037A-SeriesTools.html
