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Stat Assembly > Stat Assembly Interfaces > ISmGARCH > ISmGARCH.GARCHOrder

ISmGARCH.GARCHOrder

Syntax

GARCHOrder: Integer;

Description

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

Comments

Order of autoregressive conditional heteroscedasticity is determined by the ISmGARCH.ARCHOrder property.

To calculate the method correctly, at least one of the following orders, ISmGARCH.ARCHOrder and GARCHOrder, must not be zero.

Example

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

See also:

ISmGARCH