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Showing 1 open source project for "arma"
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Computing infrastructure in predefined or custom machine sizes to accelerate your cloud transformation. General purpose (E2, N1, N2, N2D) machines provide a good balance of price and performance. Compute optimized (C2) machines offer high-end vCPU performance for compute-intensive workloads. Memory optimized (M2) machines offer the highest memory and are great for in-memory databases. Accelerator optimized (A2) machines are based on the A100 GPU, for very demanding applications.
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The ARCHModels Package for Julia
A Julia package for estimating ARMA-GARCH models
ARCH (Autoregressive Conditional Heteroskedasticity) models are a class of models designed to capture a feature of financial returns data known as volatility clustering, i.e., the fact that large (in absolute value) returns tend to cluster together, such as during periods of financial turmoil, which then alternate with relatively calmer periods. This package provides efficient routines for simulating, estimating, and testing a variety of GARCH models. ARCH (Autoregressive Conditional...
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