AutoSEARCH-package      General-to-Specific (GETS) Modelling
eqwma                   Equally Weighted Moving Average (EqWMA) of the
                        pth. exponentiated values
gLag                    Lag a series
gLog.ep                 Adjust for zero values and compute
                        log(abs(e)^p)
gedestp                 Estimate and compute log-likelihood of the
                        standardised Generalised Error Distribution
                        (GED)
gets.mean               General-to-Specific (GETS) Modelling of an AR-X
                        model with log-ARCH-X errors
info.criterion          Computes the Value of an Information Criterion
jb.test                 Jarque-Bera test for normality
ols.fit1                Fast and accurate OLS estimation by means of QR
                        decomposition
regs.mean.sm            Create the regressors of an AR-X model
regs.vol.sm             Create the regressors of a log-ARCH-X model
skewness.test           Chi-squared test for skewness in the
                        standardised residuals
sm                      Estimate an AR-X Model with Log-ARCH-X Errors
