newsimpact {tsgarch} | R Documentation |
News Impact Curve
Description
General method the news impact of a model
Usage
newsimpact(object, epsilon = NULL, ...)
## S3 method for class 'tsgarch.estimate'
newsimpact(object, epsilon = NULL, ...)
Arguments
object |
an object of class “tsgarch.estimate”. |
epsilon |
a user supplied zero mean noise vector. If this is NULL then a vector is created from the actual data using the minimum and maximum range. |
... |
additional parameters passed to the method. |
Value
An object of class “tsgarch.newsimpact”.
Note
The method does not support higher order GARCH models.
[Package tsgarch version 1.0.2 Index]