dcc_rmgarch_multi_fit_impl: Low-Level GARCH function for translating modeltime to...
In AlbertoAlmuinha/garchmodels: The 'Tidymodels' Extension for GARCH Models
View source: R/parsnip-garch_multivariate_reg.R
dcc_rmgarch_multi_fit_impl R Documentation
Low-Level GARCH function for translating modeltime to forecast
Description
Low-Level GARCH function for translating modeltime to forecast
Usage
dcc_rmgarch_multi_fit_impl(
formula,
data,
spec_type = "ugarchspec",
period = "auto",
...
)
Arguments
formula
A dataframe of xreg (exogenous regressors)
data
A numeric vector of values to fit
spec_type
Must be ugarchspec
period
Auto
...
Additional arguments passed to forecast::Arima
Value
A fitted model
AlbertoAlmuinha/garchmodels documentation built on Aug. 13, 2022, 2:27 p.m.
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View source: R/parsnip-garch_multivariate_reg.R
| dcc_rmgarch_multi_fit_impl | R Documentation |
Low-Level GARCH function for translating modeltime to forecast
Description
Low-Level GARCH function for translating modeltime to forecast
Usage
dcc_rmgarch_multi_fit_impl( formula, data, spec_type = "ugarchspec", period = "auto", ... )
Arguments
formula |
A dataframe of xreg (exogenous regressors) |
data |
A numeric vector of values to fit |
spec_type |
Must be ugarchspec |
period |
Auto |
... |
Additional arguments passed to |
Value
A fitted model
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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