ES                      Conditional Value-at-Risk (VaR) and Expected
                        Shortfall (ES)
arx                     Estimate an AR-X model with log-ARCH-X errors
as.arx                  Convert an object to class 'arx'
as.lm                   Convert to 'lm' object
biascorr                Bias-correction of coefficients following
                        general-to-specific model selection
blocksFun               Block-based General-to-Specific (GETS)
                        modelling
coef.arx                Extraction functions for 'arx' objects
coef.gets               Extraction functions for 'gets' objects
coef.isat               Extraction functions for 'isat' objects
coef.larch              Methods and extraction functions for 'larch'
                        objects
coef.logitx             Extraction functions for 'logitx' objects
diagnostics             Diagnostics tests
distorttest             Jiao-Pretis-Schwarz Outlier Distortion Test
distorttestboot         Bootstrapped Jiao-Pretis-Schwarz Outlier
                        Distortion Test
dropvar                 Drop variable
eqwma                   Equally Weighted Moving Average (EqWMA) of the
                        pth. exponentiated values
eviews                  Exporting results to EViews and STATA
gets                    General-to-Specific (GETS) Modelling
gets-package            General-to-Specific (GETS) and Indicator
                        Saturation (ISAT) Modelling
gets.isat               General-to-Specific (GETS) Modelling 'isat'
                        objects
gets.larch              General-to-Specific (GETS) Modelling of a
                        heterogeneous log-ARCH-X model
gets.lm                 General-to-Specific (GETS) Modelling 'lm'
                        objects
gets.logitx             General-to-Specific (GETS) Modelling of objects
                        of class 'logitx'
getsFun                 General-to-Specific (GETS) modelling function
getsm                   General-to-Specific (GETS) Modelling of an AR-X
                        model (the mean specification) with log-ARCH-X
                        errors (the log-variance specification).
gmm                     Generalised Method of Moment (GMM) estimation
                        of linear models
hpdata                  Hoover and Perez (1999) data
iim                     Make Indicator Matrices (Impulses, Steps,
                        Trends)
infldata                Quarterly Norwegian year-on-year CPI inflation
infocrit                Computes the Average Value of an Information
                        Criterion
isat                    Indicator Saturation
isatdates               Extracting Indicator Saturation Breakdates
isatloop                Repeated Impulse Indicator Saturation
isattest                Indicator Saturation Test
isatvar                 Variance of the coefficient path
isatvarcorrect          Consistency and Efficiency Correction for
                        Impulse Indicator Saturation
isvarcor                IIS Consistency Correction
isvareffcor             IIS Efficiency Correction
larch                   Estimate a heterogeneous log-ARCH-X model
larchEstfun             Estimation of a log-variance model
logit                   Estimation of a logit model
logitx                  Estimate an autoregressive logit model with
                        covariates
logitxSim               Simulate from a dynamic logit-x model
mvrnormsim              Simulate from a Multivariate Normal
                        Distribution
ols                     OLS estimation
outlierscaletest        Sum and Sup Scaling Outlier Tests
outliertest             Jiao and Pretis Outlier Proportion and Count
                        Tests
paths                   Extraction functions for 'arx', 'gets' and
                        'isat' objects
periodicdummies         Make matrix of periodicity (e.g. seasonal)
                        dummies
predict.arx             Forecasting with 'arx' models
predict.larch           Variance forecasting with 'larch' models
printtex                Generate LaTeX code of an estimation result
recursive               Recursive estimation
regressorsMean          Create the regressors of the mean equation
regressorsVariance      Create regressors for a log-variance model
so2data                 UK SO2 Data
sp500data               Daily Standard and Poor's 500 index data
vargaugeiis             Variance of the Impulse Indicator Saturation
                        Gauge
