IMSGARCHCoefficients

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IMSGARCHCoefficients interface is used to work with MS-GARCH coefficients.

Inheritance Hierarchy

          IMSGARCHCoefficients

Comments

To work with the IMSGARCHCoefficients interface, use the ISmMarkovSwitchingGARCH.ARCHCoefficients property.

Properties

	Property name	Brief description
	Coefficients	The Coefficients property returns estimates of MS-GARCH coefficients and their characteristics.
	InitCovarianceMatrix	The InitCovarianceMatrix property determines covariance matrix for generation.
	InitMeanValues	The InitMeanValues property determines the mean value for generation.

See also:

Stat Assembly Interfaces