Uses of Class
org.ojalgo.random.scedasticity.ARCH
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Packages that use ARCH Package Description org.ojalgo.random.scedasticity -
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Uses of ARCH in org.ojalgo.random.scedasticity
Fields in org.ojalgo.random.scedasticity declared as ARCH Modifier and Type Field Description private ARCH
GARCH. myARCH
Methods in org.ojalgo.random.scedasticity that return ARCH Modifier and Type Method Description ARCH
ARCH. base(double base)
ARCH
ARCH. errorWeights(double... lagged)
static ARCH
ARCH. estimate(Access1D<?> series, int q)
Parameter estimation using heuristics (not max likelihood).static ARCH
ARCH. newInstance(int q)
static ARCH
ARCH. newInstance(int q, double mean, double variance)
Will create an instance configured with default parameters.
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