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