SBAGM
Search Best ARIMA, GARCH, and MS-GARCH Model
Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). <doi:10.1093/jjfinec/nbh020>, Bollerslev T (1986). <doi:10.1016/0304-4076(86)90063-1>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | SBAGM_0.1.0.tar.gz |
26.8 KiB |
0.1.0 |
rolling linux/noble R-4.5 | SBAGM_0.1.0.tar.gz |
26.7 KiB |
0.1.0 |
rolling source/ R- | SBAGM_0.1.0.tar.gz |
6.5 KiB |
0.1.0 |
latest linux/jammy R-4.5 | SBAGM_0.1.0.tar.gz |
26.8 KiB |
0.1.0 |
latest linux/noble R-4.5 | SBAGM_0.1.0.tar.gz |
26.7 KiB |
0.1.0 |
latest source/ R- | SBAGM_0.1.0.tar.gz |
6.5 KiB |
0.1.0 |
2026-04-26 source/ R- | SBAGM_0.1.0.tar.gz |
6.5 KiB |
0.1.0 |
2026-04-23 source/ R- | SBAGM_0.1.0.tar.gz |
6.5 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | SBAGM_0.1.0.zip |
29.9 KiB |
0.1.0 |
2025-04-20 source/ R- | SBAGM_0.1.0.tar.gz |
6.5 KiB |