White Noise and Goodness-of-Fit Tests for Functional Time Series


[Up] [Top]

Documentation for package ‘FTSgof’ version 1.0.0

Help Pages

dgp.far FAR(p) Data Generator
dgp.fgarch Functional ARCH/GARCH Process Generator
dgp.ou Ornstein–Uhlenbeck Process Generator
EF Daily Eurodollar Futures Curves
fACF Functional Autocorrelation Function (fACF) Plot
fACF_test Test based on fACF
fCH_test Test for Conditional Heteroscedasticity of Functional Time Series
fport_eda Exploratory Data Analysis for Functional Time Series.
fport_gof Goodness-of-fit Tests for Functional Times Series
fport_wn White Noise Hypothesis Tests for Functional Times Series
fSACF Functional Spherical Autocorrelation Function (fSACF) Plot
fSACF_test Test based on fSACF
gof_far Goodness-of-fit test for FAR(1)
gof_fGARCH Goodness-of-fit Test for Functional ARCH/GARCH Model
OCIDR Convert Original Price Data to OCIDRs
rainbow3D 3D Rainbow Plot for Functional Time Series
sp500 S&P 500 Index Price Data
Spanish_elec Spanish electricity daily price profiles