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tests/testthat/test-newsimpact.R
In tsgarch: Univariate GARCH Models
test_that("gjr(1,1) newsimpact",{
spec <- garch_modelspec(y[1:1800,1], constant = TRUE, model = "cgarch",
order = c(1,1), distribution = "norm")
mod <- estimate(spec)
expect_no_error(newsimpact(mod))
})
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tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.
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test_that("gjr(1,1) newsimpact",{
spec <- garch_modelspec(y[1:1800,1], constant = TRUE, model = "cgarch",
order = c(1,1), distribution = "norm")
mod <- estimate(spec)
expect_no_error(newsimpact(mod))
})
Try the tsgarch package in your browser
Any scripts or data that you put into this service are public.
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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