LS.estimation: Least Squares Estimation of STARCH(1)

In Sondre91/STGARCH: STGARCH

Description

Function for estimating parameters of a STARCH(1) process

Usage

LS.estimation(X, mat, var_mat = FALSE)

Arguments

X	Data array of form spatial1 x spatial2 x temporal
mat	The design array with dimension (M,2,N-1).
var_mat	Logical, determines if the covariance matrix should be computed and returned

Value

Depending on the logical inputs. Returns a vector containing the estimates (and the covariance matrix if var_mat = TRUE).

Sondre91/STGARCH documentation built on May 9, 2019, 1:52 p.m.