Uses of Class
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch.GARCHModel
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Packages that use GARCHModel Package Description dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch -
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Uses of GARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch
Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch that return GARCHModel Modifier and Type Method Description GARCHModel
ARMAGARCHModel. getGARCHModel()
Get the GARCH part of this model.Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch with parameters of type GARCHModel Constructor Description ARMAGARCHModel(ARMAModel arma, GARCHModel garch)
Construct a univariate ARMA-GARCH model. -
Uses of GARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch
Subclasses of GARCHModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch Modifier and Type Class Description class
GARCH11Model
An GARCH11 model takes this form.Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch that return GARCHModel Modifier and Type Method Description GARCHModel
GARCHFit. getModel()
Get the fitted GARCH model.Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch with parameters of type GARCHModel Constructor 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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