GarchModel.GarchParameters 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#
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.

See Also