ISmGARCH.UseDefaultInitValues

Syntax

UseDefaultInitValues: Boolean;

Description

The UseDefaultInitValues property determines whether default initial approximations are used.

Comments

Available values:

True. Default value. Primary default approximations are used for calculation.
False. Custom initial approximations are used for calculation. Initial approximations for explanatory series are set with the use of the ISlSerie.InitValue property, for constant - with the use of the IIntercept.InitValue property.

Example

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

See also: