garch.model: Definition of an GARCH model.
In tsgui: A Gui for Simulating Time Series
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
1
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
Examples
1
2
3
4
if (interactive())
tsgui(user=list(ARCH=GARCH.model(a.max=5, b.max=0)),
included.models = "GARCH")
tsgui documentation built on Sept. 4, 2020, 5:07 p.m.
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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
1 | 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 <= |
Value
A list of parameters is returned.
Author(s)
Martin Schlather, schlather@math.uni-mannheim.de
See Also
Examples
1 2 3 4 |
if (interactive())
tsgui(user=list(ARCH=GARCH.model(a.max=5, b.max=0)),
included.models = "GARCH")
|
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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