Type Alias Inference

Robust (Bollerslev–Wooldridge) standard errors and two-sided p-values, one per parameter; NaN where a parameter was not fitted.

type Inference = {
pValues: GarchParams;
standardErrors: GarchParams;
}

Index

Properties

pValues standardErrors

Properties

`Readonly`pValues

pValues: GarchParams

`Readonly`standardErrors

standardErrors: GarchParams