ISmMarkovSwitchingGARCH.GARCHOrder

Fore Syntax

GARCHOrder: Integer;

Fore.NET Syntax

GARCHOrder: integer;

Description

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

Comments

The default value is 1.

To calculate the method correctly, at least one of the following 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