Garch Model.Garch Parameters Property
Gets the parameters corresponding to the lagged conditional variances
in the model.
Definition
Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public Vector<Parameter<double>> GarchParameters { get; }
Property Value
Vector<Parameter<Double>>Remarks
This property returns the collection of parameters for the GARCH part of the model. The parameter with index 0 corresponds to the coefficient of the conditional variance with lag 1.