tvGarchKalmanLoglike: Models tv-Garch Filter Kalman LogLikehood.

In tvGarchKF: Time-Varying Garch Models Through a State-Space Representation

Models tv-Garch Filter Kalman LogLikehood.

Description

It is the function to use in the process to fit coefficients.

Usage

tvGarchKalmanLoglike(
  x,
  series,
  c,
  alpha,
  beta,
  nsample = length(series),
  type = c("polynomial", "NoLineal", "trigonometric"),
  exponentes,
  trig,
  arg,
  predict,
  trace.log = FALSE
)

Arguments

x	Vector of coefficents to fit.
series	Time series.
c	Vector containing coefficents of c.
alpha	Vector containing coefficents of alpha.
beta	Vector containing coefficents of beta.
nsample	Value of time series length.
type	Vector of function type for c, alpha and beta.
exponentes	Vector for exponenets in NoLineal.
trig	Type of trigonometric function.
arg	Value of argument for the trigonometric function.
predict	Value for time to generate predict.
trace.log	Variable to print names of coefficients.

Value

Value of loglike in model.

tvGarchKF documentation built on June 8, 2025, 11:40 a.m.