Description
Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). <doi:10.1093/jjfinec/nbh020>, Bollerslev T (1986). <doi:10.1016/0304-4076(86)90063-1>.
Downloads
244
Last 30 days
20349th
583
Last 90 days
2.2K
Last year
Trend: +82.1% (30d vs prior 30d)
0
Last 30 days
24
Last 90 days
89
Last year
Trend: -100% (30d vs prior 30d)
3
Last 7 days
9
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code & tests
Open call graph →Code intelligence has not been computed for this package yet.
Code
Structure
Lines of code
353
Files
11
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
3
Internal functions
0
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
50%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
2.10
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2020-10-28
Latest release
2020-10-28
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Oct 28, 2020. Releases before tracking aren’t shown.