Uses of Class
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch.ARMAGARCHModel

Packages that use ARMAGARCHModel

Package	Description
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch

Uses of ARMAGARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch

Subclasses of ARMAGARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch

Modifier and Type	Class and Description
class	AR1GARCH11Model An AR1-GARCH11 model takes this form. \[ X_t = \mu + \phi X_{t-1} + \epsilon_t \\ h_t = \alpha_0 + \alpha_1 e_{t-1}^2 + \beta_1 h_{t-1} \]

Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch that return ARMAGARCHModel

Modifier and Type	Method and Description
ARMAGARCHModel	ARMAGARCHFit.getARMAGARCHModel()