tvGarchKalmanLoglike {tvGarchKF}R Documentation

Models tv-Garch Filter Kalman LogLikehood.

Description

It is the function to use in the process to fit coefficients.

Usage

tvGarchKalmanLoglike(
  x,
  series,
  c,
  alpha,
  beta,
  nsample = length(series),
  type = c("polynomial", "NoLineal", "trigonometric"),
  exponentes,
  trig,
  arg,
  predict,
  trace.log = FALSE
)

Arguments

x

Vector of coefficents to fit.

series

Time series.

c

Vector containing coefficents of c.

alpha

Vector containing coefficents of alpha.

beta

Vector containing coefficents of beta.

nsample

Value of time series length.

type

Vector of function type for c, alpha and beta.

exponentes

Vector for exponenets in NoLineal.

trig

Type of trigonometric function.

arg

Value of argument for the trigonometric function.

predict

Value for time to generate predict.

trace.log

Variable to print names of coefficients.

Value

Value of loglike in model.


[Package tvGarchKF version 0.0.1 Index]