R: Quadratic GARCH-in-Mean Models for Volatility Feedback

# Quadratic GARCH-in-Mean Models for Volatility Feedback

## Documentation for package ‘qgarch’ version 0.1.0

- DESCRIPTION file.

## Help Pages

coef.qgarch | Extract coefficients from a qgarch model
fitted.qgarch | Fitted values from a qgarch model
logLik.qgarch | Log-likelihood for a qgarch model
plot.qgarch | Plot a qgarch model
predict.qgarch | Forecast from a generalized qgarch(m, n) model
print.qgarch | Print a qgarch model
print.summary.qgarch | Print a qgarch summary
qgarch_default_starts | Default starting values for qgarch estimation
qgarch_fit | Fit generalized qgarch(m, n) models
qgarch_lr_test | Likelihood ratio test for nested qgarch models
qgarch_moments | Compute sample moments for a series
residuals.qgarch | Residuals from a qgarch model
summary.qgarch | Summarize a qgarch model
us_monthly | Monthly U.S. data
vcov.qgarch | Variance-covariance matrix for a qgarch model