Use this example index to jump to code examples in the documentation.
Analysis and Estimation Example Using the Default Model
Simulating Sample Paths
Understanding Transient Effects
A General Simulation Example
Computing a Forecast
Fitting an AR/GARCH Model to a Simulated Return Series
Fitting a Regression Model to the Same Return Series
Ordinary Least Squares Regression
Akaike and Bayesian Information Criteria
Likelihood Ratio Tests
Equality Constraints and Initial Parameter Estimates
Equality Constraints and Parameter Significance
Boundary Constraints and Statistical Inferences
Initial Parameter Estimates