ISlARMAGARCH

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISlARMAGARCH interface is used to set up ARIMA for GARCH model.

Inheritance Hierarchy

          ISlARMAGARCH

Comments

GARCH model (Generalized ARCH) is a generalized ARCH model.

Properties

	Property name	Brief description
	CoefficientsAR	The CoefficientsAR property returns coefficients of non-seasonal autoregression.
	CoefficientsMA	The CoefficientsMA property returns moving average coefficients.
	InitAR	The InitAR property determines initial approximations of non-seasonal autoregression.
	InitMA	The InitMA property determines initial approximations of seasonal moving average.
	OrderAR	The OrderAR property determines an autoregression order.
	OrderMA	The OrderMA property determines moving average order.

Methods

	Method name	Brief description
	ParseAR	The ParseAR method parses strings with parameters of non-seasonal autoregression.
	ParseMA	The ParseMA method parses strings with parameters of moving average.

See also:

Stat Assembly Interfaces