newsimpact {tsgarch}

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.