ISmMarkovSwitchingGARCH.Explanatories

Syntax

Explanatories: ISlSeries;

Description

The Explanatories property determines explanatory series.

Comments

Use the series that correlate with explained series, but do not correlate with each other, as explanatories.

Example

The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.

See also:

ISmMarkovSwitchingGARCH