Assembly: Stat;
The ISlARMAGARCH interface is used to set up ARIMA for GARCH model.
ISlARMAGARCH
GARCH model (Generalized ARCH) is a generalized ARCH model.
Property name | Brief description | |
CoefficientsAR | The CoefficientsAR property returns coefficients of non-seasonal autoregression. | |
CoefficientsMA | The CoefficientsMA property returns moving average coefficients. | |
InitAR | The InitAR property determines initial approximations of non-seasonal autoregression. | |
InitMA | The InitMA property determines initial approximations of seasonal moving average. | |
OrderAR | The OrderAR property determines an autoregression order. | |
OrderMA | The OrderMA property determines moving average order. |
Method name | Brief description | |
ParseAR | The ParseAR method parses strings with parameters of non-seasonal autoregression. | |
ParseMA | The ParseMA method parses strings with parameters of moving average. |
See also: