Package: SBAGM
Type: Package
Title: Search Best ARIMA, GARCH, and MS-GARCH Model
Version: 0.1.0
Authors@R: 
  c(person(given = "Rajeev Ranjan",
         family = "Kumar",
         role = c("aut", "cre"),
         email = "rrk.uasd@gmail.com"),
  person(given = "Girish Kumar",
         family = "Jha",
         role =  c("aut", "ths", "ctb")),
  person(given = "Dwijesh C.",
         family = "Mishra",
         role =  "ctb"),
  person(given = "Neeraj",
         family = "Budhlakoti",
         role = "ctb"))
Maintainer: Rajeev Ranjan Kumar <rrk.uasd@gmail.com>
Description: Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). <doi:10.1093/jjfinec/nbh020>, Bollerslev T (1986). <doi:10.1016/0304-4076(86)90063-1>.
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Imports: MSGARCH, forecast, rugarch
Depends: R (>= 2.10)
NeedsCompilation: no
Packaged: 2020-10-20 07:23:43 UTC; Rajeev-PC
Author: Rajeev Ranjan Kumar [aut, cre],
  Girish Kumar Jha [aut, ths, ctb],
  Dwijesh C. Mishra [ctb],
  Neeraj Budhlakoti [ctb]
Repository: CRAN
Date/Publication: 2020-10-28 08:40:05 UTC
Built: R 4.6.0; ; 2026-04-26 15:00:28 UTC; unix
