GARCH.Compute Method

GARCHCompute Method

Computes estimates of the parameters of a GARCH(p,q) model.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public void Compute()

Public Sub Compute

public:
void Compute()

member Compute : unit -> unit

Exceptions

Exception	Condition
ConstrInconsistentException	is thrown if the equality constraints are inconsistent
EqConstrInconsistentException	is thrown if the equality constraints and the bounds on the variables are found to be inconsistent
NoVectorXException	is thrown if no vector X satisfies all of the constraints
TooManyFunctionEvaluationsException	is thrown if the number of function evaluations exceeded 1000
VarsDeterminedException	is thrown if the variables are determined by the equality constraints