ISmGARCH.ARCHOrder

Syntax

ARCHOrder: Integer;

Description

The ARCHOrder property determines autoregression order of conditional heteroscedasticity.

Comments

The order of generalized autoregressive conditional heteroscedasticity is determined by the ISmGARCH.GARCHOrder property.

At least one of the orders ARCHOrder and ISmGARCH.GARCHOrder must be non-zero for the method to be calculated correctly.

Example

The property use is given in the example for ISmGARCH.ARMA.

See also:

ISmGARCH