print.summary.tsgarch.profile

Print method for class &#8220;summary.tsgarch.profile&#8221;

Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.

Alexios Ghalanos

tsgarch

Univariate GARCH Models

Alexios Galanos

print.summary.tsgarch.profile function

<dl><dt>x</dt>
<dd>an object of class &#8220;summary.tsgarch.estimate.profile&#8221;.</dd>
<dt>digits</dt>
<dd>integer, used for number formatting. Optionally, to avoid
scientific notation, set &#8216;options(scipen=999)&#8217;.</dd>
<dt>...</dt>
<dd>not currently used.</dd></dl>

Arguments

Profile Summary Print method — print.summary.tsgarch.profile

<dl>

<dt>x</dt>
<dd>an object of class &#8220;summary.tsgarch.estimate.profile&#8221;.</dd>


<dt>digits</dt>
<dd>integer, used for number formatting. Optionally, to avoid
scientific notation, set &#8216;options(scipen=999)&#8217;.</dd>


<dt>...</dt>
<dd>not currently used.</dd>

</dl>

print.summary.tsgarch.profile: Profile Summary Print method

Description

Usage

Value

Arguments