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.

Reference