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-------- Garch Estimation functions -------- 
   
armaxfilter                : Function designed to provide a good ARMAX time series filter
armaxfilter_likelihood     : [LLF] = armaxfilter_likelihood(parameters , regressand , regressors, ar , ma)
berkowitz                  : Performs a Kolmogorov-Smirnov test using the Berkowitz transform to a univariate normal
egarch                     : E_GARCH(P,Q) parameter estimation with different error distributions, the Normal, The T, 
egarchlikelihood           : EGARCHLIKELIHOOD(P,Q) likelihood function.  Helper function to EGARCH
exppowcdf                  : Evaluates the Probabiliy a vector of observations x(Nx1)
exppowpdf                  : Evaluates the Probabiliy a vector of observations x(Nx1)
exppowrnd                  : Generates Deviates from the Exponential Power Distribution
fattailed_garch            : FATTAILED_GARCH(P,Q) parameter estimation with different error distributions, the NOrmal, The T, 
fattailed_garchlikelihood  : likelihood for fattailed garch
fattailed_garchsimulate    : FATTAILED_GARCH(P,Q) time series simulation
garchcore                  : Helper function part of UCSD_GARCH toolbox. Used if you do not use the MEX file.
garchlikelihood            : [LLF, grad, hessian, h, scores, robustse] = garchlikelihood(parameters , data , p , q)
garchpq                    : GARCH(P,Q) parameter estimation with normal innovations using analytic derivatives
garchsimulate              : GARCH(P,Q) time series simulation
gedcdf                     : Evaluates the Probabiliy a vector of observations x(Nx1)
gedpdf                     : Evaluates the Probabiliy a vector of observations x(Nx1)
gedrnd                     : Generates Deviates from the Generalized Error Distribution 
jarquebera                 : Performs a Jarque-Bera test for normality.  Uses the skewness and kurtosis to determine if a
kolmogorov                 : Performs a Kolmogorov-Smirnov test that the data are from a specified distribution
kscritical                 : This is a helper function for kolmorgorov that returns the appropriate critical value.
lagmatrix                  : Construct an X matrix and a Y vector for use in an AR regression
lilliefors                 : Perofmrs a lilliefors test for normality then the mean and variance are unknown 
ljq2                       : Helper function for looking at the squared redisuals of a garch process
lmtest1                    : Performs an LM test for the presense of autocorrelation in q lags
lmtest2                    : Performs an Engle LM test of the squarred residuals regressed on q lags
multi_garch_constraints    : constraints for multigarch
multi_garch_paramsetup     : multigraph parameter parsing
multigarch                 : This is a multiuse univariate GARCH function which can estimate 
multigarch_likelihood      : multigarch likelihood
shapirofrancia             : This function performs that Shapiro-Francia Test for normality of the data
shapirowilks               : This function performs that Shapiro-Wilks Test for normality of the data
stdtdis_cdf                : returns cdf at x of the standardized to unit variance t(n) distribution
stdtdis_pdf                : returns the pdf at x of the standardized t(n) distribution
stdtdis_rnd                : returns random draws from the standardized t(n) distribution with unit variance
ucsd_garch_demo            : UCSD garch demo