dcc_rmgarch_multi_fit_impl: Low-Level GARCH function for translating modeltime to...
In garchmodels: The 'Tidymodels' Extension for GARCH Models
Description
Usage
Arguments
Value
View source: R/parsnip-garch_multivariate_reg.R
Description
Low-Level GARCH function for translating modeltime to forecast
Usage
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dcc_rmgarch_multi_fit_impl(
formula,
data,
spec_type = "ugarchspec",
period = "auto",
...
)
Arguments
formula
A dataframe of xreg (exogenous regressors)
data
A numeric vector of values to fit
spec_type
Must be ugarchspec
period
Auto
...
Additional arguments passed to forecast::Arima
Value
A fitted model
garchmodels documentation built on April 13, 2021, 1:05 a.m.
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Description Usage Arguments Value
View source: R/parsnip-garch_multivariate_reg.R
Description
Low-Level GARCH function for translating modeltime to forecast
Usage
1 2 3 4 5 6 7 | dcc_rmgarch_multi_fit_impl(
formula,
data,
spec_type = "ugarchspec",
period = "auto",
...
)
|
Arguments
formula |
A dataframe of xreg (exogenous regressors) |
data |
A numeric vector of values to fit |
spec_type |
Must be ugarchspec |
period |
Auto |
... |
Additional arguments passed to |
Value
A fitted model
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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