R: Estimation and Exogenous Covariate Selection for GARCH-X Models

# Estimation and Exogenous Covariate Selection for GARCH-X Models

## Documentation for package ‘GARCH.X’ version 1.0

- DESCRIPTION file.

## Help Pages

AIC | AIC for GARCHX model
BIC | BIC for GARCHX model
GARCHX | Fitting GARCHX model for variable selection
GARCHX_select | Variable selection for exogenous covariates in GARCHX models
predict | Predict GARCHX future time series values
simulate | Simulate GARCHX model