ISmGARCH.GARCHOrder

Fore Syntax

GARCHOrder: Integer;

GARCHOrder: integer;

The GARCHOrder property determines the order of generalized autoregression conditional heteroscedasticity.

Order of autoregressive conditional heteroscedasticity is determined by the ISmGARCH.ARCHOrder property.

To calculate the method correctly, at least one of the following orders, ISmGARCH.ARCHOrder and GARCHOrder, must not be zero.

The property use is given in the example for ISmGARCH.ARMA.