Index

A | B | C | D | E | F | G | I | K | L | M | N | P | Q | S | T | U | V

A

add_leverage() (built-in function), [1], [2], [3], [4], [5]
adjust_prior() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16], [17]
alpha (InverseGamma attribute)
ar (ARIMA attribute)
(ARIMAX attribute)
(DAR attribute)
(GAS attribute)
(GASX attribute)
(GPNARX attribute)
ARIMA (built-in class)
ARIMAX (built-in class)

B

beta (InverseGamma attribute)

C

construct_wishart() (built-in function)

D

DAR (built-in class)
data (ARIMA attribute)
(ARIMAX attribute)
(DAR attribute)
(DynLin attribute)
(EGARCH attribute)
(EGARCHM attribute)
(EGARCHMReg attribute)
(GARCH attribute)
(GAS attribute)
(GASReg attribute)
(GASX attribute)
(GPNARX attribute)
(LLEV attribute)
(LLT attribute)
(LMEGARCH attribute)
(NDynLin attribute)
(NLLEV attribute)
(NLLT attribute)
(SEGARCH attribute)
(SEGARCHM attribute)
(VAR attribute)
DynLin (built-in class)

E

EGARCH (built-in class)
EGARCHM (built-in class)
EGARCHMReg (built-in class)

F

family (GAS attribute)
(GASReg attribute)
(GASX attribute)
fit() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16]
formula (ARIMAX attribute)
(DynLin attribute)
(EGARCHMReg attribute)
(GASReg attribute)
(GASX attribute)
(NDynLin attribute)

G

GARCH (built-in class)
GAS (built-in class)
GASReg (built-in class)
GASX (built-in class)
GPNARX (built-in class)

I

integ (ARIMA attribute)
(ARIMAX attribute)
(DAR attribute)
(GAS attribute)
(GASX attribute)
(GPNARX attribute)
(LLEV attribute)
(LLT attribute)
(NLLEV attribute)
(NLLT attribute)
(VAR attribute)
InverseGamma (built-in class)

K

kernel_type (GPNARX attribute)

L

lags (VAR attribute)
LLEV (built-in class)
LLT (built-in class)
LMEGARCH (built-in class)

M

ma (ARIMA attribute)
(ARIMAX attribute)
mu0 (Normal attribute)

N

NDynLin (built-in class)
NLLEV (built-in class)
NLLT (built-in class)
Normal (built-in class)

P

p (EGARCH attribute)
(EGARCHM attribute)
(EGARCHMReg attribute)
(GARCH attribute)
(LMEGARCH attribute)
(SEGARCH attribute)
(SEGARCHM attribute)
plot_fit() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16]
plot_parameters() (built-in function), [1], [2]
plot_predict() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16]
plot_predict_is() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16]
plot_z() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13]
predict() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16]
predict_is() (built-in function), [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16]

Q

q (EGARCH attribute)
(EGARCHM attribute)
(EGARCHMReg attribute)
(GARCH attribute)
(LMEGARCH attribute)
(SEGARCH attribute)
(SEGARCHM attribute)

S

sc (GAS attribute)
(GASX attribute)
SEGARCH (built-in class)
SEGARCHM (built-in class)
sigma0 (Normal attribute)
simulation_smoother() (built-in function), [1]

T

target (ARIMA attribute)
(DAR attribute)
(EGARCH attribute)
(EGARCHM attribute)
(GARCH attribute)
(GAS attribute)
(GASX attribute)
(GPNARX attribute)
(LLEV attribute)
(LLT attribute)
(LMEGARCH attribute)
(NLLEV attribute)
(NLLT attribute)
(SEGARCH attribute)
(SEGARCHM attribute)
(VAR attribute)
transform (InverseGamma attribute)
(Normal attribute)
(Uniform attribute)

U

Uniform (built-in class)

V

VAR (built-in class)