Constructor for GARCH.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
Parameters
- p
- Type: System..::.Int32
A int scalar containing the number of autoregressive (AR)
parameters.
- q
- Type: System..::.Int32
A int scalar containing the number of moving average (MA)
parameters.
- y
- Type: array<
System..::.Double
>[]()[]
A double array containing the observed time series data.
- xguess
- Type: array<
System..::.Double
>[]()[]
A double array of length p + q + 1 containing
the initial values for the parameter array.
Exceptions
See Also