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arch 4.13 (+31) arch.univariate.FIGARCH.truncation

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Univariate Volatility Models
Volatility Processes
arch.univariate.FIGARCH

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
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arch.univariate.FIGARCH.truncation¶

property FIGARCH.truncation¶

Truncation lag for the ARCH-infinity approximation

Return type: int

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