## ----setup, include=FALSE----------------------------------------------------- knitr::opts_chunk$set( echo = TRUE, warning = FALSE, message = FALSE, comment = "##", R.options = list(width = 60) ) ## ----eval=FALSE------------------------------------------- # dcc_modelspec(..., dynamics = 'constant') ## ----eval=FALSE------------------------------------------- # dcc_modelspec(..., dynamics = 'dcc') ## ----eval=FALSE------------------------------------------- # dcc_modelspec(...) |> estimate(...) ## ----eval=FALSE------------------------------------------- # dcc_modelspec(...) |> estimate(...) |> vcov(...) ## ----eval=FALSE------------------------------------------- # dcc_modelspec(distribution = 'mvt') ## ----eval=FALSE------------------------------------------- # cgarch_modelspec(...) ## ----eval=FALSE------------------------------------------- # cgarch_modelspec(..., dynamics = 'adcc') ## ----eval=FALSE------------------------------------------- # dcc_modelspec(...) |> estimate(...) |> predict(...) # dcc_modelspec(...) |> estimate(...) |> simulate(...) ## ----eval=FALSE------------------------------------------- # dcc_modelspec(...) |> estimate(...) |> tsaggregate(...) ## ----eval=FALSE------------------------------------------- # dcc_modelspec(...) |> estimate(...) |> newsimpact(...) |> plot(...) ## ----eval=FALSE------------------------------------------- # gogarch_modelspec(...) ## ----eval=FALSE------------------------------------------- # gogarch_modelspec(...) |> estimate(...) ## ----eval=FALSE------------------------------------------- # tscov(...) # tscor(...) # tscoskew(...) # tscoskurt(...) ## ----eval=FALSE------------------------------------------- # gogarch_modelspec(...) |> estimate(...) |> predict(...) |> tsaggregate(...) ## ----eval=FALSE------------------------------------------- # gogarch_modelspec(...) |> estimate(...) |> predict(...) |> tsconvolve(...) |> dfft(...) ## ----eval=FALSE------------------------------------------- # gogarch_modelspec(...) |> estimate(...) |> newsimpact(...) |> plot(...)