GARCH Methods |
The GARCH type exposes the following members.
Name | Description | |
---|---|---|
Compute |
Computes estimates of the parameters of a GARCH(p,q) model.
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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.) |