Igarch: Estimation of a Gaussian IGARCH(1,1) model.
In KevinKotze/tsm: Time Series Modelling
Igarch R Documentation
Estimation of a Gaussian IGARCH(1,1) model.
Description
Estimation of a Gaussian IGARCH(1,1) model.
Usage
Igarch(rtn, include.mean = F, volcnt = F)
Arguments
rtn
Time series variable.
include.mean
flag for the constant in the mean equation.
volcnt
flag for the constant term of the volatility equation.
Value
Gaussian IGARCH(1,1) results.
KevinKotze/tsm documentation built on Oct. 6, 2022, 12:22 a.m.
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| Igarch | R Documentation |
Estimation of a Gaussian IGARCH(1,1) model.
Description
Estimation of a Gaussian IGARCH(1,1) model.
Usage
Igarch(rtn, include.mean = F, volcnt = F)
Arguments
rtn |
Time series variable. |
include.mean |
flag for the constant in the mean equation. |
volcnt |
flag for the constant term of the volatility equation. |
Value
Gaussian IGARCH(1,1) results.
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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