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

## Syntax

**GARCH_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 of the data series (i.e., whether the first data point corresponds to the earliest or latest 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 GARCH model representation array (a one-dimensional array of cells (e.g., rows or columns)) (see GARCH function).

## Remarks

- 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.

## Files Examples

## Related Links

## References

- Hamilton, J.D.; Time Series Analysis, Princeton University Press (1994), ISBN 0-691-04289-6.
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740.

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