| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch | |
| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch |
| Modifier and Type | Method and Description |
|---|---|
GARCHModel |
ARMAGARCHModel.getGARCHModel()
Get the GARCH part of this model.
|
| Constructor and Description |
|---|
ARMAGARCHModel(ARMAModel arma,
GARCHModel garch)
Construct a univariate ARMA-GARCH model.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GARCH11Model
An GARCH11 model takes this form.
|
| Modifier and Type | Method and Description |
|---|---|
GARCHModel |
GARCHFit.getModel()
Get the fitted GARCH model.
|
| Constructor and Description |
|---|
GARCHModel(GARCHModel that)
Copy constructor.
|
GARCHSim(GARCHModel model)
Simulate an GARCH model.
|
GARCHSim(GARCHModel model,
double[] z,
RandomNumberGenerator rng)
Simulate an GARCH model.
|
GARCHSim(GARCHModel model,
RandomNumberGenerator rng)
Simulate an GARCH model.
|
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