Constructor for GARCH.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public GARCH(
int p,
int q,
double[] y,
double[] xguess
)
Public Sub New (
p As Integer,
q As Integer,
y As Double(),
xguess As Double()
)
public:
GARCH(
int p,
int q,
array<double>^ y,
array<double>^ xguess
)
new :
p : int *
q : int *
y : float[] *
xguess : float[] -> GARCH
Parameters
- p
- Type: SystemInt32
A int scalar containing the number of autoregressive (AR)
parameters.
- q
- Type: SystemInt32
A int scalar containing the number of moving average (MA)
parameters.
- y
- Type: SystemDouble
A double array containing the observed time series data.
- xguess
- Type: SystemDouble
A double array of length p + q + 1 containing
the initial values for the parameter array.
Exceptions Exception | Condition |
---|
ArgumentException |
is thrown if the dimensions of y, and xguess are not
consistent
|
See Also