public class ARMAGARCHModel extends Object
Constructor and Description |
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ARMAGARCHModel(ARMAModel arma,
GARCHModel garch)
Construct a univariate ARMA-GARCH model.
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Modifier and Type | Method and Description |
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ARMAModel |
getARMAModel()
Get the ARMA part of this model.
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GARCHModel |
getGARCHModel()
Get the GARCH part of this model.
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public ARMAGARCHModel(ARMAModel arma, GARCHModel garch)
arma
- the ARMA part of the modelgarch
- the GARCH part of the modelpublic ARMAModel getARMAModel()
public GARCHModel getGARCHModel()
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