public GARCHModel(GARCHType modelType, int dataOrder, int intrinsicOrder)
{
this.modelType = modelType;
this.dataOrder = dataOrder;
this.intrinsicOrder = intrinsicOrder;
LocalInitializeParameters();
}
/// <summary>
/// basic constructor for an GARCH(m,s) model.
/// </summary>
/// <param name="modelType">Type of GARCH model to user</param>
/// <param name="dataOrder">m order</param>
/// <param name="intrinsicOrder">s order</param>
/// <param name="data">data to associate with this model</param>
public GARCHModel(GARCHType modelType, int dataOrder, int intrinsicOrder, Data.TimeSeries data)
{
this.modelType = modelType;
this.dataOrder = dataOrder;
this.intrinsicOrder = intrinsicOrder;
values = data;
LocalInitializeParameters();
}
