garch.model: Definition of an GARCH model.

Description Usage Arguments Value Author(s) See Also Examples

Description

GARCH.model defines an GARCH model as input for the argument user of tsgui

Usage

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GARCH.model(a.max=3, b.max=3)	  

Arguments

a.max,b.max

non-negative integer. Any GARCH(p,q) model can be modelled in the gui with p <=a.max and q <=b.max. Note that a.max + b.max should not be larger than 6. Otherwise gui cannot manage the abundance of parameters.

Value

A list of parameters is returned.

Author(s)

Martin Schlather, schlather@math.uni-mannheim.de

See Also

tsgui, ARMA.model

Examples

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if (interactive())
  tsgui(user=list(ARCH=GARCH.model(a.max=5, b.max=0)),
        included.models = "GARCH")

tsgui documentation built on May 2, 2019, 3:10 p.m.

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