GarchModel Constructor

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3

Overload List

GarchModel(Int32) Constructs a new ARCH model of the specified order.
GarchModel(Int32, Int32) Constructs a new GARCH model of the specified order.
GarchModel(Vector<Double>, Int32) Constructs a new ARCH model of the specified order.
GarchModel(Vector<Double>, Int32, Int32) Constructs a new GARCH model of the specified order.

GarchModel(Int32)

Constructs a new ARCH model of the specified order.
C# 
public GarchModel(
	int q
)

Parameters

q  Int32
The number of ARCH terms the model.

Exceptions

ArgumentOutOfRangeException

q is less than 0.0.

GarchModel(Int32, Int32)

Constructs a new GARCH model of the specified order.
C# 
public GarchModel(
	int p,
	int q
)

Parameters

p  Int32
The number of GARCH terms in the model.
q  Int32
The number of ARCH terms in the model.

Exceptions

ArgumentOutOfRangeException

p is less than 0.0.

-or-

q is less than 0.0.

GarchModel(Vector<Double>, Int32)

Constructs a new ARCH model of the specified order.
C# 
public GarchModel(
	Vector<double> variable,
	int q
)

Parameters

variable  Vector<Double>
A time series variable.
q  Int32
The number of ARCH terms the model.

Exceptions

ArgumentNullException

variable is null.

ArgumentOutOfRangeException

q is less than 0.0.

GarchModel(Vector<Double>, Int32, Int32)

Constructs a new GARCH model of the specified order.
C# 
public GarchModel(
	Vector<double> variable,
	int p,
	int q
)

Parameters

variable  Vector<Double>
A time series variable.
p  Int32
The number of GARCH terms in the model.
q  Int32
The number of ARCH terms in the model.

Exceptions

ArgumentNullException

variable is null.

ArgumentOutOfRangeException

p is less than 0.0.

-or-

q is less than 0.0.

See Also