dynamo-package {dynamo}R Documentation

Dynamic Models

Description

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.

Details

Package: dynamo
Type: Package
Version: 0.1.3
Date: 2007-12-20
License: GPL 2

rdm dm

Author(s)

Christian T. Brownlees

Maintainer: Christian T. Brownlees <ctb@ds.unifi.it>

Examples

#y ~ rdm( ~arma(1,1)+garch(1,1) , 1000 )
#a11g11 <- dm( y~arma(1,1)+garch(1,1) )
1+1

[Package dynamo version 0.1.3 Index]