persistence: Model Persistence
Description
General method the persistence of a model.
Usage
persistence(object, ...)# S3 method for tsgarch.estimate
persistence(object, ...)
# S3 method for tsgarch.spec
persistence(object, ...)
Value
The persistence of the estimated model. For GARCH models, the formulation
varies by the type of model. See the vignette for more details.
Arguments
- object
an object of some class.
- ...
additional parameters passed to the method.