Yes, d = delta
> On May 15, 2021, at 11:20 AM, Doumbia Souleymane via R-SIG-Finance > <r-sig-finance@r-project.org> wrote: > > Dear all, > I would have a question about fiGarch(p,d,q) estmation in the useful rugarch > package. Is it possible to get an estimate of parameter value d ? If not, > what the estimate "delta" stand for in the estimation reults ? > Best Regards, > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
