garchmodels (version 0.1.1)

garch_params: Tuning Parameters for Univariate Garch Models

Description

Tuning Parameters for Univariate Garch Models

Usage

arch_order(range = c(0L, 3L), trans = NULL)
garch_order(range = c(0L, 3L), trans = NULL)
ar_order(range = c(0L, 5L), trans = NULL)
ma_order(range = c(0L, 5L), trans = NULL)

Arguments

range

A two-element vector holding the defaults for the smallest and largest possible values, respectively.

trans

A trans object from the scales package, such as scales::log10_trans() or scales::reciprocal_trans(). If not provided, the default is used which matches the units used in range. If no transformation, NULL.

Value

A quant param

A quant param

A quant param

A quant param

Details

The main parameters for Univariate Garch models are:

• arch_order: The order corresponding to the ARCH part.

• garch_order: The order corresponding to the GARCH part.

• ar_order: The order of the non-seasonal auto-regressive (AR) terms.

• ma_order: The order of the non-seasonal moving average (MA) terms.

Examples

# NOT RUN {
arch_order()

garch_order()

ar_order()

ma_order()


# }