ISmGARCH.UseDefaultInitValues

Fore Syntax

UseDefaultInitValues: Boolean;

UseDefaultInitValues: boolean;

The UseDefaultInitValues property determines whether default initial approximations are used.

Available values:

True. Default value. Primary default approximations are used for calculation.
False. Custom initial approximations are used for calculation. Initial approximations for explanatory series are set with the use of the ISlSerie.InitValue property, for constant - with the use of the IIntercept.InitValue property.

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