ISmMarkovSwitchingGARCH.ARCHOrder

Fore Syntax

ARCHOrder: Integer;

Fore.NET Syntax

ARCHOrder: integer;

Description

The ARCHOrder property determines the order of autoregression of conditional heteroscedasticity (ARCH).

Comments

The default value is 1.

To correctly calculate the method, at least one of the orders ARCHOrder and GARCHOrder must be non-zero.

Fore and Fore.NET Examples

The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.

See also:

ISmMarkovSwitchingGARCH