Creates a tsModel-class object representing a time-series model
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | getARMA(spec = list(ar.order = NA, ma.order = NA))
getAR(spec = list(ar.order = 1))
getMA(spec = list(ma.order = 1))
getNoise()
getGARCH(spec = list(alpha = 1, beta = 1))
getARCH(spec = list(alpha = 1))
getEGARCH(spec = list(alpha = 1, beta = 1))
getARMA_GARCH(spec = list(ar = 1, ma = 1, alpha = 1, beta = 1))
|
spec |
a list specifying the structure of the parameters of the model |
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