GitHub - Marc-Fernandez/Forecasting: Series of code notebooks in R developing forecast models for an advanced time series econometrics class. These notebooks include AR, MA, ARMA, GARCH, TARCH, and EGARCH models

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Series of code notebooks in R developing forecast models for an advanced time series econometrics class. These notebooks include AR, MA, ARMA, GARCH, TARCH, and EGARCH models

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Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
Basic regression		Basic regression
Volatility forecasting		Volatility forecasting
conditional distribution		conditional distribution
linear models + forecast		linear models + forecast

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Series of code notebooks in R developing forecast models for an advanced time series econometrics class. These notebooks include AR, MA, ARMA, GARCH, TARCH, and EGARCH models