persistence: Model Persistence

In tsgarch: Univariate GARCH Models

Model Persistence

Description

General method the persistence of a model.

Usage

persistence(object, ...)

## S3 method for class 'tsgarch.estimate'
persistence(object, ...)

## S3 method for class 'tsgarch.spec'
persistence(object, ...)

Arguments

object	an object of some class.
...	additional parameters passed to the method.

Value

The persistence of the estimated model. For GARCH models, the formulation varies by the type of model. See the vignette for more details.

tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.