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Stat Assembly > Stat Assembly Interfaces > ISmMarkovSwitchingGARCH > ISmMarkovSwitchingGARCH.ResidualsDispersionForecast

ISmMarkovSwitchingGARCH.ResidualsDispersionForecast

Fore Syntax

ResidualsDispersionForecast: Array;

Fore.NET Syntax

ResidualsDispersionForecast: System.Array;

Description

The ResidualsDispersionForecast property returns the forecast of the residual variances.

Comments

To get the series of residual variances, use the ISmMarkovSwitchingGARCH.ResidualsDispersion property.

Fore and Fore.NET Examples

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

See also:

ISmMarkovSwitchingGARCH