Convert a list of tsgarch.estimate objects to a multi_estimate object
to_multi_estimate(object, ...)
a validated object of class “tsgarch.multi_estimate”.
an list with “tsgarch.estimate” objects.
none
Alexios Galanos
This is a convenience method which provides the flexibility to manually estimate each series and then convert the list of these objects to a multi-estimation object, rather than having to use the estimate method on a multi-specification object.