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forecTheta - Forecasting Time Series by Theta Models

Routines for forecasting univariate time series using Theta Models.

Last updated 5 months ago

4.27 score 1 stars 1 dependents 40 scripts 3.1k downloads

bayesDccGarch - Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model

Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014). <doi:10.1080/02664763.2013.839635>.

Last updated 2 years ago

2.70 score 1 stars 6 scripts 474 downloads