Learn R Programming
garchmodels (version 0.1.1)

gogarch_rmgarch_multi_fit_impl: Low-Level GARCH function for translating modeltime to forecast

Description

Low-Level GARCH function for translating modeltime to forecast

Usage

gogarch_rmgarch_multi_fit_impl(
  formula,
  data,
  spec_type = NULL,
  period = "auto",
  ...
)

Arguments

formula

A dataframe of xreg (exogenous regressors)

data

A numeric vector of values to fit

spec_type

NA

period

auto

...

Additional arguments passed to forecast::Arima

Value

A fitted model