gjrsk_construct: This function constructs GJRSK model of given data and...
In GARCHSK: Estimating a GARCHSK Model and GJRSK Model
Description
Usage
Arguments
Value
View source: R/functions_GJRSK.R
Description
This function constructs GJRSK model of given data and parameters.
Usage
1
gjrsk_construct(params, data)
Arguments
params
vector of GJRSK model parameters(p1,const2,p2,q2,r2,const3,p3,q3,r3,const4,p4,q4,r4)
data
vector time series data
Value
list of conditional mean(mu), variance(h), skewness(sk) and kurtosis(ku)
GARCHSK documentation built on July 22, 2021, 9:08 a.m.
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Description Usage Arguments Value
View source: R/functions_GJRSK.R
Description
This function constructs GJRSK model of given data and parameters.
Usage
1 | gjrsk_construct(params, data)
|
Arguments
params |
vector of GJRSK model parameters(p1,const2,p2,q2,r2,const3,p3,q3,r3,const4,p4,q4,r4) |
data |
vector time series data |
Value
list of conditional mean(mu), variance(h), skewness(sk) and kurtosis(ku)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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