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Simulate and estimate AR(1) + GARCH(1,1) model with fixed phi, shared eta AR + GARCH TS Simulation and Estimation
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Simulate and estimate AR(1) + GARCH(1,1) model with different phi, shared eta AR + GARCH TS Simulation and Estimation
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Simulate and estimate AR(1) + GARCH(1,1) model with fixed phi and different phi, shared eta, calculated weights AR + GARCH TS Simulation and Estimation
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Fit AR(u) + GARCH(2,1) model to real-world fMRI data - Subject CC110045 (little movements) Source Codes in R
fMRI source data can be downloaded from here -
Fit AR(u) + GARCH(1,1) model to real-world fMRI data - Subject CC110065 (little movements) Source Codes in R
fMRI source data can be downloaded from here