ARMA.selec              Selection of ARMA models
CAC40                   Paris stock exchange
CAC40return             Paris stock exchange return
CAC40return.sq          Paris stock exchange square return
VARest                  Estimation of VAR(p) model
acf.gamma_m             Computation of autocovariance and
                        autocorrelation for an ARMA residuals.
acf.univ                Computation of autocovariance and
                        autocorrelation for an ARMA residuals.
estimation              Parameters estimation of a time series.
gradient                Computation the gradient of the residuals of an
                        ARMA model
matXi                   Estimation of Fisher information matrix I
meansq                  Function optim will minimize
nl.acf                  Autocorrelogram
omega                   Computation of Fisher information matrice
portmanteauTest         Portmanteau tests
portmanteauTest.h       Portmanteau tests for one lag.
signifparam             Computes the parameters significance
sim.ARMA                Simulation of ARMA(p,q) model.
simGARCH                GARCH process
wnPT                    Weak white noise
wnPT_SQ                 Weak white noise
wnRT                    Weak white noise
