com.cloudera.sparkts.models

ARGARCH

object ARGARCH

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  11. def fitModel(ts: Vector): ARGARCHModel

    Fits an AR(1) + GARCH(1, 1) model to the given time series.

    Fits an AR(1) + GARCH(1, 1) model to the given time series.

    ts

    The time series to fit the model to.

    returns

    The model.

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