sigma: The Standard Deviation of the model
In tsissm: Linear Innovations State Space Unobserved Components Model
sigma.tsissm.estimate R Documentation
The Standard Deviation of the model
Description
The Standard Deviation of the model
Usage
## S3 method for class 'tsissm.estimate'
sigma(object, ...)
Arguments
object
an object of class “tsissm.estimate”.
...
none.
Value
If the model was estimated using dynamic variance (GARCH model), then
an xts matrix is returned with the estimated GARCH volatility else the estimated
standard deviation of the residuals in the case of constant variance.
tsissm documentation built on Aug. 8, 2025, 6:08 p.m.
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.
| sigma.tsissm.estimate | R Documentation |
The Standard Deviation of the model
Description
The Standard Deviation of the model
Usage
## S3 method for class 'tsissm.estimate'
sigma(object, ...)
Arguments
object |
an object of class “tsissm.estimate”. |
... |
none. |
Value
If the model was estimated using dynamic variance (GARCH model), then an xts matrix is returned with the estimated GARCH volatility else the estimated standard deviation of the residuals in the case of constant variance.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.