dynamo-package {dynamo} | R Documentation |
DynaMo (Dynamic Models) is a package for time series analysis with a special focus on the time series models used in Financial Econometrics. The package provides methods for simulation, estimation, inference, regularization and prediction of a set of univariate dynamic models including: ARMA, ARMA-GARCH, ACD, MEM, Spline-MEM.
Package: | dynamo |
Type: | Package |
Version: | 0.1.3 |
Date: | 2007-12-20 |
License: | GPL 2 |
rdm dm
Christian T. Brownlees
Maintainer: Christian T. Brownlees <ctb@ds.unifi.it>
#y ~ rdm( ~arma(1,1)+garch(1,1) , 1000 ) #a11g11 <- dm( y~arma(1,1)+garch(1,1) ) 1+1