rugarch (Q74107): Difference between revisions

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Property / last update
26 October 2022
Timestamp+2022-10-26T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
 
Property / last update: 26 October 2022 / rank
Normal rank
 
Property / imports
 
Property / imports: numDeriv / rank
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Property / imports
 
Property / imports: spd / rank
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Property / imports
 
Property / imports: xts / rank
Normal rank
 
Property / imports
 
Property / imports: zoo / rank
Normal rank
 
Property / imports
 
Property / imports: chron / rank
Normal rank
 
Property / imports
 
Property / imports: SkewHyperbolic / rank
Normal rank
 
Property / imports
 
Property / imports: Rcpp / rank
Normal rank
 
Property / imports
 
Property / imports: grDevices / rank
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Property / software version identifier
 
1.0-1
Property / software version identifier: 1.0-1 / rank
 
Normal rank
Property / software version identifier: 1.0-1 / qualifier
 
publication date: 10 September 2011
Timestamp+2011-09-10T00:00:00Z
Timezone+00:00
CalendarGregorian
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Property / software version identifier
 
1.0-2
Property / software version identifier: 1.0-2 / rank
 
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Property / software version identifier: 1.0-2 / qualifier
 
publication date: 22 September 2011
Timestamp+2011-09-22T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / software version identifier
 
1.0-3
Property / software version identifier: 1.0-3 / rank
 
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Property / software version identifier: 1.0-3 / qualifier
 
publication date: 2 October 2011
Timestamp+2011-10-02T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-4
Property / software version identifier: 1.0-4 / rank
 
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Property / software version identifier: 1.0-4 / qualifier
 
publication date: 14 October 2011
Timestamp+2011-10-14T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-5
Property / software version identifier: 1.0-5 / rank
 
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Property / software version identifier: 1.0-5 / qualifier
 
publication date: 17 October 2011
Timestamp+2011-10-17T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-7
Property / software version identifier: 1.0-7 / rank
 
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Property / software version identifier: 1.0-7 / qualifier
 
publication date: 24 December 2011
Timestamp+2011-12-24T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-8
Property / software version identifier: 1.0-8 / rank
 
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Property / software version identifier: 1.0-8 / qualifier
 
publication date: 1 March 2012
Timestamp+2012-03-01T00:00:00Z
Timezone+00:00
CalendarGregorian
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After0
Property / software version identifier
 
1.0-9
Property / software version identifier: 1.0-9 / rank
 
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Property / software version identifier: 1.0-9 / qualifier
 
publication date: 26 May 2012
Timestamp+2012-05-26T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-10
Property / software version identifier: 1.0-10 / rank
 
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Property / software version identifier: 1.0-10 / qualifier
 
publication date: 8 July 2012
Timestamp+2012-07-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-11
Property / software version identifier: 1.0-11 / rank
 
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Property / software version identifier: 1.0-11 / qualifier
 
publication date: 23 August 2012
Timestamp+2012-08-23T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-12
Property / software version identifier: 1.0-12 / rank
 
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Property / software version identifier: 1.0-12 / qualifier
 
publication date: 29 October 2012
Timestamp+2012-10-29T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-14
Property / software version identifier: 1.0-14 / rank
 
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Property / software version identifier: 1.0-14 / qualifier
 
publication date: 19 December 2012
Timestamp+2012-12-19T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.0-16
Property / software version identifier: 1.0-16 / rank
 
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Property / software version identifier: 1.0-16 / qualifier
 
publication date: 13 January 2013
Timestamp+2013-01-13T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.0
Property / software version identifier: 1.0 / rank
 
Normal rank
Property / software version identifier: 1.0 / qualifier
 
publication date: 4 September 2011
Timestamp+2011-09-04T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.02
Property / software version identifier: 1.02 / rank
 
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Property / software version identifier: 1.02 / qualifier
 
publication date: 4 April 2013
Timestamp+2013-04-04T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.2-2
Property / software version identifier: 1.2-2 / rank
 
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Property / software version identifier: 1.2-2 / qualifier
 
publication date: 7 April 2013
Timestamp+2013-04-07T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.2-6
Property / software version identifier: 1.2-6 / rank
 
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Property / software version identifier: 1.2-6 / qualifier
 
publication date: 4 July 2013
Timestamp+2013-07-04T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.2-7
Property / software version identifier: 1.2-7 / rank
 
Normal rank
Property / software version identifier: 1.2-7 / qualifier
 
publication date: 8 July 2013
Timestamp+2013-07-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.2-9
Property / software version identifier: 1.2-9 / rank
 
Normal rank
Property / software version identifier: 1.2-9 / qualifier
 
publication date: 14 December 2013
Timestamp+2013-12-14T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.3-1
Property / software version identifier: 1.3-1 / rank
 
Normal rank
Property / software version identifier: 1.3-1 / qualifier
 
publication date: 24 January 2014
Timestamp+2014-01-24T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.3-3
Property / software version identifier: 1.3-3 / rank
 
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Property / software version identifier: 1.3-3 / qualifier
 
publication date: 26 May 2014
Timestamp+2014-05-26T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / software version identifier
 
1.3-4
Property / software version identifier: 1.3-4 / rank
 
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Property / software version identifier: 1.3-4 / qualifier
 
publication date: 9 November 2014
Timestamp+2014-11-09T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.3-6
Property / software version identifier: 1.3-6 / rank
 
Normal rank
Property / software version identifier: 1.3-6 / qualifier
 
publication date: 16 August 2015
Timestamp+2015-08-16T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.3-8
Property / software version identifier: 1.3-8 / rank
 
Normal rank
Property / software version identifier: 1.3-8 / qualifier
 
publication date: 9 October 2017
Timestamp+2017-10-09T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-0
Property / software version identifier: 1.4-0 / rank
 
Normal rank
Property / software version identifier: 1.4-0 / qualifier
 
publication date: 5 February 2018
Timestamp+2018-02-05T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-1
Property / software version identifier: 1.4-1 / rank
 
Normal rank
Property / software version identifier: 1.4-1 / qualifier
 
publication date: 16 January 2019
Timestamp+2019-01-16T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-2
Property / software version identifier: 1.4-2 / rank
 
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Property / software version identifier: 1.4-2 / qualifier
 
publication date: 8 February 2020
Timestamp+2020-02-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-4
Property / software version identifier: 1.4-4 / rank
 
Normal rank
Property / software version identifier: 1.4-4 / qualifier
 
publication date: 16 July 2020
Timestamp+2020-07-16T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-6
Property / software version identifier: 1.4-6 / rank
 
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Property / software version identifier: 1.4-6 / qualifier
 
publication date: 18 January 2022
Timestamp+2022-01-18T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-7
Property / software version identifier: 1.4-7 / rank
 
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Property / software version identifier: 1.4-7 / qualifier
 
publication date: 2 February 2022
Timestamp+2022-02-02T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-8
Property / software version identifier: 1.4-8 / rank
 
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Property / software version identifier: 1.4-8 / qualifier
 
publication date: 19 April 2022
Timestamp+2022-04-19T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.4-9
Property / software version identifier: 1.4-9 / rank
 
Normal rank
Property / software version identifier: 1.4-9 / qualifier
 
publication date: 27 October 2022
Timestamp+2022-10-27T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.5-1
Property / software version identifier: 1.5-1 / rank
 
Normal rank
Property / software version identifier: 1.5-1 / qualifier
 
publication date: 20 September 2023
Timestamp+2023-09-20T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update
 
20 September 2023
Timestamp+2023-09-20T00:00:00Z
Timezone+00:00
CalendarGregorian
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After0
Property / last update: 20 September 2023 / rank
 
Normal rank
Property / description
 
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Property / description: ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting. / rank
 
Normal rank
Property / author
 
Property / author: Alexios Galanos / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
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Property / depends on software
 
Property / depends on software: methods / rank
 
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Property / depends on software
 
Property / depends on software: parallel / rank
 
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Property / depends on software
 
Property / depends on software: R / rank
 
Normal rank
Property / depends on software: R / qualifier
 
Property / imports
 
Property / imports: Rsolnp / rank
 
Normal rank
Property / imports
 
Property / imports: ks / rank
 
Normal rank
Property / imports
 
Property / imports: numDeriv / rank
 
Normal rank
Property / imports
 
Property / imports: spd / rank
 
Normal rank
Property / imports
 
Property / imports: xts / rank
 
Normal rank
Property / imports
 
Property / imports: zoo / rank
 
Normal rank
Property / imports
 
Property / imports: chron / rank
 
Normal rank
Property / imports
 
Property / imports: SkewHyperbolic / rank
 
Normal rank
Property / imports
 
Property / imports: Rcpp / rank
 
Normal rank
Property / imports
 
Property / imports: graphics / rank
 
Normal rank
Property / imports
 
Property / imports: stats / rank
 
Normal rank
Property / imports
 
Property / imports: grDevices / rank
 
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Property / imports
 
Property / imports: utils / rank
 
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Property / imports
 
Property / imports: nloptr / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 19:56, 12 March 2024

Univariate GARCH Models
Language Label Description Also known as
English
rugarch
Univariate GARCH Models

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.4-9
    publication date
    26 October 2022
    0 references
    1.0-1
    publication date
    10 September 2011
    0 references
    1.0-2
    publication date
    22 September 2011
    0 references
    1.0-3
    publication date
    2 October 2011
    0 references
    1.0-4
    publication date
    14 October 2011
    0 references
    1.0-5
    publication date
    17 October 2011
    0 references
    1.0-7
    publication date
    24 December 2011
    0 references
    1.0-8
    publication date
    1 March 2012
    0 references
    1.0-9
    publication date
    26 May 2012
    0 references
    1.0-10
    publication date
    8 July 2012
    0 references
    1.0-11
    publication date
    23 August 2012
    0 references
    1.0-12
    publication date
    29 October 2012
    0 references
    1.0-14
    publication date
    19 December 2012
    0 references
    1.0-16
    publication date
    13 January 2013
    0 references
    1.0
    publication date
    4 September 2011
    0 references
    1.02
    publication date
    4 April 2013
    0 references
    1.2-2
    publication date
    7 April 2013
    0 references
    1.2-6
    publication date
    4 July 2013
    0 references
    1.2-7
    publication date
    8 July 2013
    0 references
    1.2-9
    publication date
    14 December 2013
    0 references
    1.3-1
    publication date
    24 January 2014
    0 references
    1.3-3
    publication date
    26 May 2014
    0 references
    1.3-4
    publication date
    9 November 2014
    0 references
    1.3-6
    publication date
    16 August 2015
    0 references
    1.3-8
    publication date
    9 October 2017
    0 references
    1.4-0
    publication date
    5 February 2018
    0 references
    1.4-1
    publication date
    16 January 2019
    0 references
    1.4-2
    publication date
    8 February 2020
    0 references
    1.4-4
    publication date
    16 July 2020
    0 references
    1.4-6
    publication date
    18 January 2022
    0 references
    1.4-7
    publication date
    2 February 2022
    0 references
    1.4-8
    publication date
    19 April 2022
    0 references
    1.4-9
    publication date
    27 October 2022
    0 references
    1.5-1
    publication date
    20 September 2023
    0 references
    CRAN project
    rugarch
    0 references
    programmed in
    R
    0 references
    last update
    20 September 2023
    0 references
    description
    ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
    0 references
    author
    Alexios Galanos
    0 references
    depends on software
    methods
    0 references
    parallel
    0 references
    R
    software version identifier
    ≥ 3.5.0
    0 references
    imports
    Rsolnp
    0 references
    ks
    0 references
    numDeriv
    0 references
    spd
    0 references
    xts
    0 references
    zoo
    0 references
    chron
    0 references
    SkewHyperbolic
    0 references
    Rcpp
    0 references
    graphics
    0 references
    stats
    0 references
    grDevices
    0 references
    utils
    0 references
    nloptr
    0 references
     
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