newsimpact: News Impact Curve
In tsgarch: Univariate GARCH Models
newsimpact R Documentation
News Impact Curve
Description
General method the news impact of a model
Usage
newsimpact(object, epsilon = NULL, ...)
## S3 method for class 'tsgarch.estimate'
newsimpact(object, epsilon = NULL, ...)
Arguments
object
an object of class “tsgarch.estimate”.
epsilon
a user supplied zero mean noise vector. If this is NULL
then a vector is created from the actual data using the minimum and maximum
range.
...
additional parameters passed to the method.
Value
An object of class “tsgarch.newsimpact”.
Note
The method does not support higher order GARCH models.
tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.
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| newsimpact | R Documentation |
News Impact Curve
Description
General method the news impact of a model
Usage
newsimpact(object, epsilon = NULL, ...)
## S3 method for class 'tsgarch.estimate'
newsimpact(object, epsilon = NULL, ...)
Arguments
object |
an object of class “tsgarch.estimate”. |
epsilon |
a user supplied zero mean noise vector. If this is NULL then a vector is created from the actual data using the minimum and maximum range. |
... |
additional parameters passed to the method. |
Value
An object of class “tsgarch.newsimpact”.
Note
The method does not support higher order GARCH models.
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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