EGARCH_ERRORS - Estimated Errors of the Parameters values

Returns an array of cells for the estimated error/standard deviation of the model's parameters.

Syntax

EGARCH_ERRORS(X, Order, Model)

X
is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).
Order
is the time order in the data series (i.e., the first data point's corresponding date (earliest date = 1 (default), latest date = 0)).
Order Description
1 Ascending (the first data point corresponds to the earliest date) (default).
0 Descending (the first data point corresponds to the latest date).
Model
is the EGARCH model representation array (a one-dimensional array of cells (e.g., rows or columns)) (see EGARCH function).

Remarks

  1. The underlying model is described here.
  2. The time series is homogeneous or equally spaced.
  3. The time series may include missing values (e.g., #N/A) at either end.

Files Examples

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