TS_GARCH_RESULT_A Function [Time Series]

A supporting function for the TS_GARCH function. Retrieves the Log-Likelihood output parameter, A, produced by the TS_GARCH aggregate function.

Syntax

TS_GARCH_RESULT_A (ts_garch_result )
Note: This function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.