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MSGARCHelm  

Hybridization of MS-GARCH and ELM Model
View on CRAN: Click here


Download and install MSGARCHelm package within the R console
Install from CRAN:
install.packages("MSGARCHelm")

Install from Github:
library("remotes")
install_github("cran/MSGARCHelm")

Install by package version:
library("remotes")
install_version("MSGARCHelm", "0.1.0")



Attach the package and use:
library("MSGARCHelm")
Maintained by
Rajeev Ranjan Kumar
[Scholar Profile | Author Map]
First Published: 2020-10-08
Latest Update: 2020-10-08
Description:
Implements the three parallel forecast combinations of Markov Switching GARCH and extreme learning machine model along with the selection of appropriate model for volatility forecasting. For method details see Hsiao C, Wan SK (2014). , Hansen BE (2007). , Elliott G, Gargano A, Timmermann A (2013). .
How to cite:
Rajeev Ranjan Kumar (2020). MSGARCHelm: Hybridization of MS-GARCH and ELM Model. R package version 0.1.0, https://cran.r-project.org/web/packages/MSGARCHelm. Accessed 10 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited MSGARCHelm R package
View MSGARCHelm citation profile
Other R packages that MSGARCHelm depends, imports, suggests or enhances
Complete documentation for MSGARCHelm
Functions, R codes and Examples using the MSGARCHelm R package
Some associated functions: ReturnSeries_data . fcastelm . msgarchelm_BG . msgarchelm_NG . msgarchelm_OLS . 
Some associated R codes: fcastelm.R . msgarchelm_BG.R . msgarchelm_NG.R . msgarchelm_OLS.R .  Full MSGARCHelm package functions and examples
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