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

A quant param

A quant param

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]