Tuning Parameters for Univariate Garch Models

arch_order(range = c(0L, 3L), trans = NULL)

garch_order(range = c(0L, 3L), trans = NULL)

ar_order(range = c(0L, 5L), trans = NULL)

ma_order(range = c(0L, 5L), trans = NULL)

Arguments

range	A two-element vector holding the defaults for the smallest and largest possible values, respectively.
trans	A `trans` object from the `scales` package, such as `scales::log10_trans()` or `scales::reciprocal_trans()`. If not provided, the default is used which matches the units used in `range`. If no transformation, `NULL`.

Value

A quant param

Details

The main parameters for Univariate Garch models are:

arch_order: The order corresponding to the ARCH part.
garch_order: The order corresponding to the GARCH part.
ar_order: The order of the non-seasonal auto-regressive (AR) terms.
ma_order: The order of the non-seasonal moving average (MA) terms.

Examples

arch_order()
#> ARCH Order Part (quantitative)
#> Range: [0, 3]

garch_order()
#> GARCH Order Part (quantitative)
#> Range: [0, 3]

ar_order()
#> Non-seasonal AR Term (quantitative)
#> Range: [0, 5]

ma_order()
#> Non-seasonal MA Term (quantitative)
#> Range: [0, 5]