ISmGARCH.GARCHSpec

Fore Syntax

GARCHSpec: GARCHSpecType;

Fore.NET Syntax

GARCHSpec: Prognoz.Platform.Interop.Stat.GARCHSpecType;

Description

The GARCHSpec property determines type of GARCH model.

Comments

To determine asymmetry order, use the ISmGARCH.AssymetryOrder property.

Fore and Fore.NET Examples

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

See also:

ISmGARCH