Profiles the model parameters under the assumptions of the model.
# S3 method for tsgarch.spec
tsprofile(
object,
nsim = 100,
sizes = c(800, 1000, 1500, 2000, 3000),
var_init = NULL,
seed = NULL,
burn = 0,
trace = FALSE,
...
)An object of class “tsgarch.profile”.
an object of class “tsgarch.spec” with pre-set parameters.
the number of paths to generate.
a vector of data sizes for which to simulate and estimate.
the variance to use to initialize the simulation.
an object specifying if and how the random number generator should be initialized. See the simulate documentation for more details.
burn in samples.
whether to show the progress bar. The user is expected to have set up appropriate handlers for this using the “progressr” package.
not currently used.
The function profiles the parameters of a model by simulating and then estimating multiple paths from the assumed DGP. This makes it possible to obtain a better understanding of the convergence properties (RMSE) of each parameter under different data sizes.