Uses of Class
org.ojalgo.random.scedasticity.ARCH

Packages that use ARCH

Package	Description
org.ojalgo.random.scedasticity

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.