Computes estimates of the parameters of a GARCH(p,q) model.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public void Compute() |
| Visual Basic (Declaration) |
|---|
Public Sub Compute |
| Visual C++ |
|---|
public: void Compute() |
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Stat..::.ConstrInconsistentException | is thrown if the equality constraints are inconsistent |
| Imsl.Stat..::.EqConstrInconsistentException | is thrown if the equality constraints and the bounds on the variables are found to be inconsistent |
| Imsl.Stat..::.NoVectorXException | is thrown if no vector X satisfies all of the constraints |
| Imsl.Stat..::.TooManyFunctionEvaluationsException | is thrown if the number of function evaluations exceeded 1000 |
| Imsl.Stat..::.VarsDeterminedException | is thrown if the variables are determined by the equality constraints |
