Package | Description |
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dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch |
Modifier and Type | Method and Description |
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static GARCHFit.GRADIENT |
GARCHFit.GRADIENT.valueOf(String name)
Returns the enum constant of this type with the specified name.
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static GARCHFit.GRADIENT[] |
GARCHFit.GRADIENT.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
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Constructor and Description |
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GARCHFit(double[] e_t,
int p,
int q,
double epsilon,
int maxIterations,
GARCHFit.GRADIENT grad)
Fit a GARCH(p, q) model to a time series.
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