Compute the unconditional moments — solarMoments_unconditional • solarr

Compute the unconditional moments

solarMoments_unconditional(data, ARMA, GARCH, theta = 0)

Arguments

data: Slot data of a solarModel object. See the function solarModel for details.
ARMA: Slot ARMA of a solarModel object.
GARCH: Slot GARCH of a solarModel object.
theta: Numeric, shift parameter for the Gaussian mixture residuals.

Details

Version 1.0.0.