Returns an array of cells for the estimated error/standard deviation of the model's parameters.
EGARCH_ERRORS(X, Order, Model)
- is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).
- 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)
- is the EGARCH model representation array (a one dimensional array of cells (e.g. rows or columns)) (see EGARCH function).
- The underlying model is described here.
- The time series is homogeneous or equally spaced.
- The time series may include missing values (e.g. #N/A) at either end.