Quadratic GARCH-in-Mean Models for Volatility Feedback

Documentation for package ‘qgarch’ version 0.1.0

coef.qgarch	Extract coefficients from a qgarch model
fitted.qgarch	Fitted values from a qgarch model
logLik.qgarch	Log-likelihood for a qgarch model
plot.qgarch	Plot a qgarch model
predict.qgarch	Forecast from a generalized qgarch(m, n) model
print.qgarch	Print a qgarch model
print.summary.qgarch	Print a qgarch summary
qgarch_default_starts	Default starting values for qgarch estimation
qgarch_fit	Fit generalized qgarch(m, n) models
qgarch_lr_test	Likelihood ratio test for nested qgarch models
qgarch_moments	Compute sample moments for a series
residuals.qgarch	Residuals from a qgarch model
summary.qgarch	Summarize a qgarch model
us_monthly	Monthly U.S. data
vcov.qgarch	Variance-covariance matrix for a qgarch model