ISlARMAGARCH

Assembly: Stat;

Description

The ISlARMAGARCH interface is used to set up ARIMA for GARCH model.

Inheritance Hierarchy

          ISlARMAGARCH

Comments

GARCH model (Generalized ARCH) is a generalized ARCH model.

Properties

  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.

Methods

  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:

Stat Assembly Interfaces