Spatial ARCH and GARCH Models (spGARCH)

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Documentation for package ‘spGARCH’ version 0.1.6

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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
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
spGARCH spGARCH - Package to fit spatial ARCH models
summary.spARCH Summary for spARCH object