| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.armagarch |
| Modifier and Type | Class and Description |
|---|---|
class |
AR1GARCH11Model
An AR1-GARCH11 model takes this form.
|
| Modifier and Type | Method and Description |
|---|---|
ARMAGARCHModel |
ARMAGARCHFit.getARMAGARCHModel() |
Copyright © 2010-2018 Numerical Method Incorporation Limited. All Rights Reserved.