TS_GARCH_RESULT_A function [Time Series]

Function

A supporting function for “TS_GARCH function [Time Series]”. Retrieves the Log-Likelihood output parameter, A, produced by the TS_GARCH aggregate function.

Syntax

TS_GARCH_RESULT_A (ts_garch_result )

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.