The ARCHModels Package for Julia Files

A Julia package for estimating ARMA-GARCH models

This is an exact mirror of the The ARCHModels Package for Julia project, hosted at https://github.com/s-broda/ARCHModels.jl. SourceForge is not affiliated with The ARCHModels Package for Julia. For more information, see the SourceForge Open Source Mirror Directory.

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Name	Modified	Size	InfoDownloads / Week
Parent folder
README.md	2024-02-23	631 Bytes	0
v2.4.0 source code.tar.gz	2024-02-23	837.2 kB	0
v2.4.0 source code.zip	2024-02-23	847.9 kB	0
Totals: 3 Items		1.7 MB	0

ARCHModels v2.4.0

Diff since v2.3.4

Merged pull requests: - CompatHelper: bump compat for StatsModels to 0.7, (keep existing compat) (#108) (@github-actions[bot]) - CompatHelper: bump compat for HypothesisTests to 0.11, (keep existing compat) (#112) (@github-actions[bot]) - Test on latest 1.x (#113) (@s-broda) - CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#114) (@github-actions[bot]) - CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#115) (@github-actions[bot])

Source: README.md, updated 2024-02-23

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The ARCHModels Package for Julia Files

A Julia package for estimating ARMA-GARCH models

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ARCHModels v2.4.0