ARCHOrder: Integer;
The ARCHOrder property determines the order of autoregression of conditional heteroscedasticity (ARCH).
The default value is 1.
To correctly calculate the method, at least one of the orders ARCHOrder and GARCHOrder must be non-zero.
The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.
See also: