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rugarch: Mean model used for armaOrder(0,0)

Simon Rhodes 
I had a question about what model is used for the mean when armaOrder is
set to (0,0). Am I correct in assuming it is simply the mean of the data?
If not, is there a way to specify that the mean of the sample should be
used as the mean for the model?


Thanks,
Simon

Thread (4 messages)

Simon Rhodes rugarch: Mean model used for armaOrder(0,0) May 2 Alexios Ghalanos rugarch: Mean model used for armaOrder(0,0) May 2 Simon Rhodes rugarch: Mean model used for armaOrder(0,0) May 4 Alexios Ghalanos rugarch: Mean model used for armaOrder(0,0) May 4