A supporting function for TS_GARCH. Retrieves the log-likelihood
output parameter, A, produced by the TS_GARCH aggregate
function.
Syntax
TS_GARCH_RESULT_A (ts_garch_result )
Licensing Prerequisites
Available only with RAP – The Trading Edition Enterprise.
Parameters
- ts_garch_result – a varbinary result argument generated by a call to the TS_GARCH aggregate
function.
Usage
Returns a double-precision floating point value for the resulting
Log-Likelihood output parameter.
IMSL Mapping
Maps to the IMSLS_A, float *a, argument
of imsls_d_garch.
Example
See the example for TS_GARCH.
Standards and Compatibility
- SQL – ISO/ANSI SQL compliant
- Sybase – not compatible with SQL Anywhere or Adaptive Server Enterprise