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| boot.residuals.arima | generate residuals from a fitted arma model |
| CRSP | monthly simple returns of the CRSP value-weighted index, 1926 to 1997 |
| DEXCAUS | Canada/US foreign exchanges rates, daily, Sept 6, 1996 to Sept. 5, 1996. |
| FitStable | Fit parameters to stable distribution |
| impARMA | impulse coefficients for ARMA model |
| LBStat | Evaluate Ljung-Box portmanteau statistic |
| LBTest | Ljung-Box portmanteau test |
| Mcalpha | internal function for FitStable |
| Mcbeta | internal function for FitStable |
| Mcmu | internal function for FitStable |
| MCPortmanteauTest | Monte-Carlo portmanteau tests |
| Mcsigma | internal function for FitStable |
| MCTable3 | internal table for FitStable |
| MCTable4 | internal table for FitStable |
| MCTable5 | internal table for FitStable |
| MCTable7 | internal table for FitStable |
| PRStat | Generalized variance test statistic |
| PRTest | Implements the Monte-Carlo testing methods discussed in the papers of Lin and McLeod (2006, 2007). |
| PRTest-package | Implements the Monte-Carlo testing methods discussed in the papers of Lin and McLeod (2006, 2007). |
| Returns | Simple returns |
| SimMA | Compute MA using convolve |
| SimulateARMA | Simulate ARMA time series. Gaussian or Stable innovations. |