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

Estimates the parameters of a GARCH-X model with exogenous covariates, performs hypothesis tests for the parameters returning the p-values, and uses False Discovery Rate p-value corrections to select the exogenous variables.

Version:	1.0
Imports:	GA, GenSA, pso, stats
Published:	2025-06-17
Author:	Adriano Zambom [aut, cre], Elijah Sagaran [aut]
Maintainer:	Adriano Zambom <adriano.zambom at csun.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	GARCH.X results

Documentation:

Reference manual:

GARCH.X.pdf

Downloads:

Package source:	GARCH.X_1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): GARCH.X_1.0.tgz, r-oldrel (arm64): GARCH.X_1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

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