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| AutoSEARCH-package | General-to-Specific (GETS) Model selection |
| AutoSEARCH | General-to-Specific (GETS) Model selection |
| ewma | Equally Weighted Moving Average (EWMA) of the pth. exponentiated residuals |
| gedestp | Estimates the shape parameter of a standardised Generalised Error Distribution (GED) |
| gedlogl | Log-likelihood of a standardised Generalised Error Distribution (GED) |
| gets.mean | General-to-Specific (GETS) model selection of the mean specification |
| gets.vol | General-to-Specific (GETS) model selection of a log-volatility specification |
| gLag | Lag a series |
| gLog.ep | Adjust for zero values and compute log[abs(e)^p] |
| info.criterion | Computes the the value of an information criterion |
| jb.test | Jarque-Bera test for normality |
| ols.fit1 | Fast and accurate OLS estimation by means of QR decomposition |
| ols.fit2 | Fast and accurate OLS estimation by means of QR decomposition |
| regs.mean.sm | Creates the regressors of the mean specification of a SEARCH model |
| regs.vol.sm | Creates the regressors of the log-volatility specification of a SEARCH model |
| skewness.test | Chi-square test skewness in the standardised residuals |
| sm | Estimates a SEARCH model |