R: Estimation and Exogenous Covariate Selection for ARCH-m(X), Additive ARCH-m(x), and GARCH-X Models

# Estimation and Exogenous Covariate Selection for ARCH-m(X), Additive ARCH-m(x), and GARCH-X Models

## Documentation for package ‘GARCH.X’ version 2.0

- DESCRIPTION file

## Help Pages

ARCHmX | Fitting an ARCH-m(X) model
ARCHmXAdditive | Creating and fitting an Additive ARCH-m(X) model for variable selection
GARCHX | Fitting a GARCH-X model
sim.ARCHmX | Simulating data from an ARCH-m(X) process
sim.ARCHmXAdditive | Simulate data from an ARCHmXAdditive model
sim.GARCHX | Simulate GARCHX model
stepwise | Performing Stepwise Variable Selection for an ARCH-m(X) or GARCHX Process