| GARCH Methods |
The GARCH type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Compute |
Computes estimates of the parameters of a GARCH(p,q) model.
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
| GetAR |
Returns the estimated values of autoregressive (AR) parameters. Note
that the Compute method must be invoked first before
invoking this method. Otherwise, the method throws a
NullReferenceException exception.
|
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
| GetMA |
Returns the estimated values of moving average (MA) parameters. Note
that the Compute method must be invoked first before
invoking this method. Otherwise, the method throws a
NullReferenceException exception.
|
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| GetVarCovarMatrix |
Returns the variance-covariance matrix. Note that the Compute
method must be invoked first before invoking this method. Otherwise,
the method throws a NullReferenceException exception.
|
| GetX |
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.
|
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also