Type Alias GarchMode

One local maximum of the likelihood, reached from at least one start.

type GarchMode = {
    converged: boolean;
    fromWarmStart: boolean;
    logLikelihood: number;
    params: GarchParams;
    persistence: number;
    starts: number;
}

Index

Properties

converged fromWarmStart logLikelihood params persistence starts

Properties

`Readonly`converged

converged: boolean

`Readonly`fromWarmStart

fromWarmStart: boolean

The previous origin's optimum reached it (a walk-forward's warm start).

`Readonly`logLikelihood

logLikelihood: number

`Readonly`params

params: GarchParams

`Readonly`persistence

persistence: number

`Readonly`starts

starts: number

How many of the starts ended here.