newsimpact function

News Impact Curve

General method the news impact of a model

newsimpact(object, epsilon = NULL, ...)

## S3 method for class 'tsgarch.estimate'
newsimpact(object, epsilon = NULL, ...)

Arguments

• object: an object of class tsgarch.estimate .
• epsilon: a user supplied zero mean noise vector. If this is NULL then a vector is created from the actual data using the minimum and maximum range.
• ...: additional parameters passed to the method.

Returns

An object of class tsgarch.newsimpact .

Note

The method does not support higher order GARCH models.