GarchModel.StudentTDegreesOfFreedom Property

Gets or sets the degrees of freedom when fitting a GARCH model with innovations from a student-t distribution.

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public double StudentTDegreesOfFreedom { get; set; }

Visual Basic

Public Property StudentTDegreesOfFreedom As Double
	Get
	Set

C++/CLI

public:
property double StudentTDegreesOfFreedom {
	double get ();
	void set (double value);
}

member StudentTDegreesOfFreedom : float with get, set

Double

If this property is set to NaN, the degrees of freedom is estimated together with the other model parameters.