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 |