All functions |
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ARMA(1, 1)-GARCH(1, 1) forecasting (with simulation) |
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Basic forecasting (mean, median, random walk) |
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Dynamic regression model |
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Combined ets-arima-theta forecasts |
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Calculate returns or log-returns for multivariate time series |
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Obtain simulations (when relevant) from a selected time series |
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Loess forecasting |
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Plot multivariate time series forecast or residuals |
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Plot bivariate distributions |
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Predict from Ridge regression |
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Fit Ridge regression |
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Ridge2 model |
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Vector Autoregressive model (adapted from vars::VAR) |