Constructor for GARCH.
int scalar containing the number of autoregressive (AR) parameters. int scalar containing the number of moving average (MA) parameters. double array containing the observed time series data. double array of length p + q + 1 containing the initial values for the parameter array. | Exception Type | Condition |
|---|---|
| ArgumentException | is thrown if the dimensions of y, and xguess are not consistent |
GARCH Class | Imsl.Stat Namespace