A supporting function for TS_GARCH. Constructs a logical array consisting
of 3 – 10 constant double-precision floating point values,
and returns a single varbinary value.
Syntax
TS_DOUBLE_ARRAY(xguess1, xguess2, xguess3, [ … [ , xguess10] …] ])
Licensing Prerequisites
Available only with RAP – The Trading Edition Enterprise.
Parameters
- xguess – a set of constant double-precision floating point values.
Depending on the TS_GARCH values for p and q,
there will be 3 – 10 values in the resulting
varbinary-encoded logical array of values.
Usage
A scalar function that supports TS_GARCH. Generates the xguess_array for
the TS_GARCH
xguess_binary_encoding parameter.
IMSL Mapping
Maps to the float xguess[] 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