CRAN/E | WaveletGARCH

WaveletGARCH

Fit the Wavelet-GARCH Model to Volatile Time Series Data

Installation

About

Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) doi:10.3233/MAS-150328.

Key Metrics

Version 0.1.1
Published 2020-02-29 1489 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks WaveletGARCH results

Downloads

Yesterday 8 +33%
Last 7 days 87 -13%
Last 30 days 413 -10%
Last 90 days 1.396 +54%
Last 365 days 4.413 +8%

Maintainer

Maintainer

Dr. Ranjit Kumar Paul

ranjitstat@gmail.com

Authors

Dr. Ranjit Kumar Paul
Sandipan Samanta
Ankit Tanwar

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

WaveletGARCH archive

Imports

stats
wavelets
FinTS
forecast
parallel
rugarch
fracdiff
methods