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