| altf |
Computes a Few Alternative Forecasts. |
| altf2 |
Computes a Few Alternative Forecasts Based on Model Averaging. |
| altf3 |
Computes a Rolling Regression Averaged over Different Window Sizes. |
| altf4 |
Computes a Time-Varying Parameters Rolling Regression Averaged over Different Window Sizes. |
| archtest |
Computes Engle's ARCH Test. |
| coef |
Extracts Averaged Coefficients from 'dma' Model. |
| coef.dma |
Extracts Averaged Coefficients from 'dma' Model. |
| crudeoil |
Crude Oil Data. |
| descstat |
Computes Basic Descriptive Statistics. |
| dmtest |
Computes Diebold-Mariano Test. |
| fDMA |
Computes Dynamic Model Averaging. |
| fitted |
Extracts Fitted Values from 'dma' Model. |
| fitted.dma |
Extracts Fitted Values from 'dma' Model. |
| gNormalize |
Normalizes a Numeric Matrix by Rows. |
| grid.DMA |
Computes 'fDMA' Function for Multiple Values of 'alpha' and 'lambda'. |
| grid.roll.reg |
Computes 'roll.reg' Function for Multiple Values of 'window'. |
| grid.tvp |
Computes 'tvp' Function for Multiple Values of 'lambda'. |
| hit.ratio |
Computes Hit Ratio (HR) for Forecast. |
| hmdmtest |
Computes Diebold-Mariano Test when Presence of ARCH Effects is Suspected. |
| mdmtest |
Computes Harvey-Leybourne-Newbold Test. |
| normalize |
Normalizes a Numeric Matrix by Columns. |
| onevar |
Creates a 'matrix' of one-variable models. |
| plot |
Plots Selected Outcomes from 'fDMA' Function. |
| plot.altf |
Plots Selected Outcomes from 'altf' Object. |
| plot.altf2 |
Plots Selected Outcomes from 'altf2' Object. |
| plot.altf3 |
Plots Selected Outcomes from 'altf3' Object. |
| plot.altf4 |
Plots Selected Outcomes from 'altf4' Object. |
| plot.dma |
Plots Selected Outcomes from 'fDMA' Function. |
| plot.grid.dma |
Plots Selected Outcomes from 'grid.DMA' Function. |
| plot.grid.roll.reg |
Plots Selected Outcomes from 'grid.roll.reg' Function. |
| plot.grid.tvp |
Plots Selected Outcomes from 'grid.tvp' Function. |
| plot.reg |
Plots Selected Outcomes from 'reg' Object. |
| plot.tvp |
Plots Selected Outcomes from 'tvp' Object. |
| predict |
Computes Predictions from 'dma' Model. |
| predict.dma |
Computes Predictions from 'dma' Model. |
| print |
Prints 'dma' Object. |
| print.altf |
Prints 'altf' Object. |
| print.altf2 |
Prints 'altf2' Object. |
| print.altf3 |
Prints 'altf3' Object. |
| print.altf4 |
Prints 'altf4' Object. |
| print.dma |
Prints 'dma' Object. |
| print.grid.dma |
Prints 'grid.dma' Object. |
| print.grid.roll.reg |
Prints 'grid.roll.reg' Object. |
| print.grid.tvp |
Prints 'grid.tvp' Object. |
| print.reg |
Prints 'reg' Object. |
| print.tvp |
Prints 'tvp' Object. |
| rec.reg |
Computes Recursive Regression. |
| reduce.size |
Reduces the Size of 'fDMA' or 'grid.DMA' Outcomes. |
| residuals |
Extracts Residuals from 'dma' Model. |
| residuals.dma |
Extracts Residuals from 'dma' Model. |
| roll.reg |
Computes Rolling Regression. |
| rvi |
Extracts Relative Variable Importances from 'fDMA' Model. |
| standardize |
Standardizes a Numeric Matrix by Columns. |
| stest |
Computes a Few Stationarity Tests. |
| summary |
Summarizes Outcomes from 'dma' Object. |
| summary.altf |
Summarizes Outcomes from 'altf' Object. |
| summary.altf2 |
Summarizes Outcomes from 'altf2' Object. |
| summary.altf3 |
Summarizes Outcomes from 'altf3' Object. |
| summary.altf4 |
Summarizes Outcomes from 'altf4' Object. |
| summary.dma |
Summarizes Outcomes from 'dma' Object. |
| summary.grid.dma |
Summarizes Outcomes from 'grid.dma' Objects. |
| summary.grid.roll.reg |
Summarizes Outcomes from 'grid.roll.reg' Objects. |
| summary.grid.tvp |
Summarizes Outcomes from 'grid.tvp' Objects. |
| summary.reg |
Summarizes Outcomes from 'reg' Object. |
| summary.tvp |
Summarizes Outcomes from 'tvp' Object. |
| trends |
Google Trends for Crude Oil Data. |
| tvp |
Computes Time-Varying Parameters Regression. |