IMSL C# Numerical Library

GARCH.GetX Method 

Returns the estimated parameter array, x. Note that the Compute method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.

public double[] GetX();

Return Value

A double array of size p + q + 1 containing the estimated values of sigma squared, the AR parameters, and the MA parameters.

See Also

GARCH Class | Imsl.Stat Namespace