tsgui (version 0.0.3)

GARCH.model: Definition of an GARCH model.

Description

GARCH.model defines an GARCH model as input for the argument user of tsgui

Usage

GARCH.model(a.max=3, b.max=3)

Arguments

a.max,b.max

non-negative integer. Any GARCH(p,q) model can be modelled in the gui with $p\le$a.max and $q\le$b.max. Note that a.max + b.max should not be larger than 6. Otherwise gui cannot manage the abundance of parameters.

Value

A list of parameters is returned.

See Also

tsgui, ARMA.model

Examples

# NOT RUN {
if (interactive())
  tsgui(user=list(ARCH=GARCH.model(a.max=5, b.max=0)),
        included.models = "GARCH")
# }