Garch
Definition
Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
| Garch | Constructs a new ARCH model of the specified order. |
| Garch | Constructs a new GARCH model of the specified order. |
| Garch | Constructs a new ARCH model of the specified order. |
| Garch | Constructs a new GARCH model of the specified order. |
GarchModel(Int32)
Constructs a new ARCH model of the specified order.
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.
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.
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.
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. |