Entry: ArmaModelling
Aliases: ArmaModelling fARMA fARMA-class armaSim armaFit predict.fARMA print.fARMA plot.fARMA summary.fARMA fitted.values.fARMA residuals.fARMA armaRoots armaTrueacf
Keywords: models
Description: Integrated ARMA Time Series Modelling
URL: ../../../library/fSeries/html/A1-ArmaModelling.html

Entry: GarchModelling
Aliases: GarchModelling fGARCH fAPARCH garchSim garchFit aparchSim aparchFit predict.fGARCH print.fGARCH summary.fGARCH print.summary.fGARCH plot.fGARCH fitted.values.fGARCH residuals.fGARCH predict.fAPARCH print.fAPARCH summary.fAPARCH print.summary.fAPARCH plot.fAPARCH
Keywords: models
Description: Univariate GARCH Time Series Modelling
URL: ../../../library/fSeries/html/A2-GarchModelling.html

Entry: LongMemoryModelling
Aliases: LongMemoryModelling fgnSim
Keywords: models
Description: Long Memory Behaviour of Time Series
URL: ../../../library/fSeries/html/A3-LongMemoryModelling.html

Entry: TseriesTests
Aliases: TseriesTests tsTest bdsTest jbTest tnnTest wnnTest
Keywords: htest
Description: Time Series Tests
URL: ../../../library/fSeries/html/A4-TseriesTests.html

Entry: UnitrootDistribution
Aliases: UnitrootDistribution punitroot qunitroot
Keywords: distribution
Description: Unit Root Distribution
URL: ../../../library/fSeries/html/A5-UnitrootDistribution.html

Entry: UnitrootTests
Aliases: UnitrootTests fURTEST fURTEST-class urTest adfTest unitrootTest tsadfTest tskpssTest tspoTest tsppTest urersTest urkpssTest urppTest urspTest urzaTest print.fURTEST summary.fURTEST
Keywords: htest
Description: Unit Root and Cointegration Time Series Tests
URL: ../../../library/fSeries/html/A6-UnitrootTests.html

Entry: RandomInnovations
Aliases: RandomInnovations set.lcgseed get.lcgseed runif.lcg rnorm.lcg rt.lcg
Keywords: programming
Description: Generator for Random Innovations
URL: ../../../library/fSeries/html/A7-RandomInnovations.html

Entry: RegressionModelling
Aliases: RegressionModelling fREG fREG-class regFit predict.fREG print.fREG plot.fREG summary.fREG fitted.values.fREG residuals.fREG
Keywords: models
Description: Univariate Regression Modelling
URL: ../../../library/fSeries/html/B1-RegressionModelling.html

Entry: RegressionTests
Aliases: RegressionTests lmTest bgTest bpTest dwTest gqTest harvTest hmcTest rainTest resetTest
Keywords: htest
Description: Regression Tests
URL: ../../../library/fSeries/html/B2-RegressionTests.html

Entry: EquationsModelling
Aliases: EquationsModelling fEQNS fEQNS-class eqnsFit SUR predict.fEQNS print.fEQNS plot.fEQNS summary.fEQNS coef.fEQNS fitted.fEQNS residuals.fEQNS vcov.fEQNS
Keywords: models
Description: Systems of Regression Equations
URL: ../../../library/fSeries/html/B3-EquationsModelling.html

Entry: MatrixAddon
Aliases: MatrixAddon triang Triang pascal colVec rowVec colIds rowIds colIds<- rowIds<- inv norm rk tr kron
Keywords: math
Description: Matrix Arithmetics and Linear Algebra
URL: ../../../library/fSeries/html/B4-MatrixAddon.html

Entry: TechnicalAnalysis
Aliases: TechnicalAnalysis emaTA biasTA medpriceTA typicalpriceTA wcloseTA rocTA oscTA momTA macdTA cdsTA cdoTA vohlTA vorTA fpkTA fpdTA spdTA apdTA wprTA rsiTA
Keywords: math
Description: Tools for the Technical Analysis
URL: ../../../library/fSeries/html/C1-TechnicalAnalysis.html

Entry: BenchmarkAnalysis
Aliases: BenchmarkAnalysis ohlcPlot sharpeRatio sterlingRatio maxDrawDown getReturns
Keywords: math
Description: Utilities and Benchmark Analysis
URL: ../../../library/fSeries/html/C2-BenchmarkAnalysis.html

Entry: RollingAnalysis
Aliases: RollingAnalysis rollFun rollMin rollMax rollMean rollVar
Keywords: math
Description: Rolling Analysis
URL: ../../../library/fSeries/html/C3-RollingAnalysis.html

Entry: HeavisideFunction
Aliases: HeavisidFunction H Sign Delta Boxcar Ramp
Keywords: programming
Description: Haviside and Related Functions
URL: ../../../library/fSeries/html/D1-HeavisideFunction.html

Entry: SkewNormalDistribution
Aliases: SkewNormalDistribution dsnorm psnorm qsnorm rsnorm
Keywords: distribution
Description: Skew Normal Distribution
URL: ../../../library/fSeries/html/D2-SkewNormalDistribution.html

Entry: SkewStudentDistribution
Aliases: SkewStudentDistribution dstd pstd qstd rstd dsstd psstd qsstd rsstd
Keywords: distribution
Description: Symmetric and Skew Student-t Distribution
URL: ../../../library/fSeries/html/D3-SkewStudentDistribution.html

Entry: SkewGedDistribution
Aliases: SkewGedDistribution dged pged qged rged dsged psged qsged rsged
Keywords: distribution
Description: Symmetric and Skew Generalized Error Distribution
URL: ../../../library/fSeries/html/D4-SkewGedDistribution.html

Entry: GarchDistributionFits
Aliases: GarchDistributionFits normFit snormFit stdFit sstdFit gedFit sgedFit
Keywords: distribution
Description: Parameter Fit of a Distribution
URL: ../../../library/fSeries/html/D5-GarchDistributionFits.html

Entry: SeriesData
Aliases: SeriesData nyseres recession spc1970 spcindis dem2gbp cac40 nelsonplosser surex1.ts rf.30day black.ts klein kmenta
Keywords: datasets
Description: fSeries Data Sets
URL: ../../../library/fSeries/html/X1-SeriesData.html

Entry: MillsData
Aliases: MillsData RS R20 RSQ R20Q RSQREAL FTAPRICE FTADIV FTARET RPI EXCHD EXCHQ SP500 SP500R SP500D FT30 FTSE100 CTLD LGEN PRU
Keywords: datasets
Description: Terence Mill's Data Sets
URL: ../../../library/fSeries/html/X2-MillsData.html

Entry: SeriesTools
Aliases: SeriesTools xmpSeries xmpfSeries
Keywords: programming
Description: fSeries Tools
URL: ../../../library/fSeries/html/Z1-SeriesTools.html
