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WaveletGARCH  

Fit the Wavelet-GARCH Model to Volatile Time Series Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("WaveletGARCH", "0.1.1")



Attach the package and use:
library("WaveletGARCH")
Maintained by
Dr. Ranjit Kumar Paul
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-17
Latest Update: 2020-02-29
Description:
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
How to cite:
Dr. Ranjit Kumar Paul (2019). WaveletGARCH: Fit the Wavelet-GARCH Model to Volatile Time Series Data. R package version 0.1.1, https://cran.r-project.org/web/packages/WaveletGARCH
Previous versions and publish date:
0.1.0 (2019-10-17 10:40)
Other packages that cited WaveletGARCH R package
View WaveletGARCH citation profile
Other R packages that WaveletGARCH depends, imports, suggests or enhances
Functions, R codes and Examples using the WaveletGARCH R package
Some associated functions: WaveletGARCHFit . WaveletGARCHFore . autoarimaclass . 
Some associated R codes: WaveletGARCHFit.R . WaveletGARCHFore.R . autoarimaclass.R .  Full WaveletGARCH package functions and examples
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