UnivariateGARCH Methods |
The UnivariateGARCH type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| Estimate(Vector) |
Estimates univariate GARCH(p, q) parameters with Gaussian innovations.
|
| Estimate(Vector, Vector) |
Estimates univariate GARCH(p, q) parameters with Gaussian innovations.
|
| Forecast(Int32) |
Returns forecast of conditional variance for next count observations.
|
| Forecast(Vector, Int32) |
Returns forecast of conditional variance for next count observations
starting with given residuals.
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| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also