| Name : R-SBAGM
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.23.1
| Date : 2024-06-21 07:34:55
|
| Group : Development/Libraries/Other
| Source RPM : R-SBAGM-0.1.0-lp153.23.1.src.rpm
|
| Size : 0.03 MB
| |
| Packager : (none)
| |
| Summary : Search Best ARIMA, GARCH, and MS-GARCH Model
|
Description :
Get the most appropriate autoregressive integrated moving average,
generalized auto-regressive conditional heteroscedasticity and Markov
switching GARCH model. For method details see Haas M, Mittnik S,
Paolella MS (2004). < doi:10.1093/jjfinec/nbh020>, Bollerslev T (1986).
< doi:10.1016/0304-4076(86)90063-1>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
