residualsSet: Set conditional residuals for the model

In RRegArch: General univariate ARCH models simulation and estimation

Description

This function returns a condResidualsClass object describing the conditional residuals of the model.

Usage

   residualsSet(condResiduals='NORMAL')
   residualsSet(condResiduals='STUDENT', parameter=0)
  ## S3 method for class 'condResidualsClass'
print(x, ...)
 

Arguments

condResiduals	A string. Name of the conditional distribution of the model. In 'NORMAL', 'STUDENT'
parameter	A double. Parameter of the distribution. Default NULL

Value

a condResidualsClass object:

distrType	An integer (eNormal=1 for normal conditional residuals, eStudent=2 for Student conditional residuals.)
nParam	An integer. Number of poarameters of the conditional distribution.
distrParameter	A double or a vector. Value of the parameter(s) of the conditional distribution.

Examples

# set Normal conditional distribution
    rr1 <- residualsSet('NORMAL')
# set Student with 10 dof conditional distribution
    rr2 <- residualsSet('STUDENT', 10)
    

RRegArch documentation built on May 2, 2019, 4:59 p.m.