pub struct GARCH { /* private fields */ }Expand description
GARCH model
Implementations§
Source§impl GARCH
impl GARCH
Sourcepub fn new(config: GARCHConfig) -> GARCH
pub fn new(config: GARCHConfig) -> GARCH
Create new GARCH model
Sourcepub fn builder(p: usize, q: usize) -> GARCHBuilder
pub fn builder(p: usize, q: usize) -> GARCHBuilder
Create GARCH builder
Sourcepub fn arch(q: usize) -> GARCHBuilder
pub fn arch(q: usize) -> GARCHBuilder
Create ARCH builder
Sourcepub fn fit(&mut self, ts: &TimeSeries) -> Result<GARCHResults, Error>
pub fn fit(&mut self, ts: &TimeSeries) -> Result<GARCHResults, Error>
Fit GARCH model to time series
Sourcepub fn forecast_variances(
&self,
results: &GARCHResults,
steps: usize,
) -> ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>
pub fn forecast_variances( &self, results: &GARCHResults, steps: usize, ) -> ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>
Forecast conditional variances
Auto Trait Implementations§
impl Freeze for GARCH
impl RefUnwindSafe for GARCH
impl Send for GARCH
impl Sync for GARCH
impl Unpin for GARCH
impl UnsafeUnpin for GARCH
impl UnwindSafe for GARCH
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T: ?Sized,
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