Spatial ARCH and GARCH Models (spGARCH)
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Documentation for package ‘spGARCH’ version 0.2.3
Help Pages
| extractAIC.spARCH | Computes the Akaike information criterion |
| fitted.spARCH | Extract model fitted values |
| logLik.spARCH | Extract logarithmic likelihood |
| plot.spARCH | Descriptive plots for residuals of a fitted spatial ARCH model |
| print.spARCH | Summary for spARCH object |
| print.summary.spARCH | Summary for spARCH object |
| prostate_cancer | Logarithmic incidence rates of prostate cancer and covariates |
| qml.SARspARCH | Maximum-likelihood estimation of a spatial autoregressive model with spatial ARCH residuals |
| qml.spARCH | Maximum-likelihood estimation of a spatial ARCH model |
| residuals.spARCH | Extract model residuals |
| sim.spARCH | Simulation of spatial ARCH models |
| sim.spGARCH | Simulation of spatial ARCH models |
| spARCH | Output of Quasi-Maximum-Likelihood Estimation |
| spARCH-class | Output of Quasi-Maximum-Likelihood Estimation |
| spGARCH | spGARCH - Package to fit spatial ARCH models |
| summary.spARCH | Summary for spARCH object |