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SBAGM
(Q133445)
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Search Best ARIMA, GARCH, and MS-GARCH Model
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Description
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SBAGM
Search Best ARIMA, GARCH, and MS-GARCH Model
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instance of
R package
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last update
28 October 2020
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software version identifier
0.1.0
publication date
28 October 2020
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author
Rajeev Ranjan Kumar
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Girish Kumar Jha
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maintained by
Rajeev Ranjan Kumar
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copyright license
GNU General Public License, version 3.0
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imports
rugarch
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MSGARCH
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forecast
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cites work
A New Approach to Markov-Switching GARCH Models
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Generalized autoregressive conditional heteroskedasticity
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programmed in
R
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depends on software
R
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MaRDI profile type
MaRDI software profile
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Identifiers
CRAN project
SBAGM
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Mathematics
(1 entry)
mardi
Software:133445
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