UnivariateGARCHForecast Method (Vector, Int32) |
Returns forecast of conditional variance for next count observations
starting with given residuals.
Namespace: FinMath.TimeSeriesModels
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public Vector Forecast( Vector residuals, int count )
Parameters
- residuals
- Type: FinMath.LinearAlgebraVector
New observations. - count
- Type: SystemInt32
Number of values to forecast.
Return Value
Type: Vectorcount-by-1 vector of conditional variance forecasts.
See Also