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R/autoarimaclass.R
In WaveletGARCH: Fit the Wavelet-GARCH Model to Volatile Time Series Data
setClass("autoarima",slots = list(coefficient="numeric",sigma2="numeric",aic="numeric",aicc="numeric",bic="numeric",order="vector"))
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WaveletGARCH documentation built on Feb. 29, 2020, 5:08 p.m.
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setClass("autoarima",slots = list(coefficient="numeric",sigma2="numeric",aic="numeric",aicc="numeric",bic="numeric",order="vector"))
Try the WaveletGARCH package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
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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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