garch_params | R Documentation |
Tuning Parameters for Univariate Garch Models
arch_order(range = c(0L, 3L), trans = NULL) garch_order(range = c(0L, 3L), trans = NULL) ar_order(range = c(0L, 5L), trans = NULL) ma_order(range = c(0L, 5L), trans = NULL)
range |
A two-element vector holding the defaults for the smallest and largest possible values, respectively. |
trans |
A |
The main parameters for Univariate Garch models are:
arch_order
: The order corresponding to the ARCH part.
garch_order
: The order corresponding to the GARCH part.
ar_order
: The order of the non-seasonal auto-regressive (AR) terms.
ma_order
: The order of the non-seasonal moving average (MA) terms.
A quant param
A quant param
A quant param
A quant param
arch_order() garch_order() ar_order() ma_order()
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.