to_multi_estimate function

Convert a list of tsgarch.estimate objects to a multi_estimate object

to_multi_estimate(object, ...)

Arguments

• object: an list with tsgarch.estimate objects.
• ...: none

Returns

a validated object of class tsgarch.multi_estimate .

Details

This is a convenience method which provides the flexibility to manually estimate each series and then convert the list of these objects to a multi-estimation object, rather than having to use the estimate method on a multi-specification object.

Author(s)

Alexios Galanos