Run a complete diagnostic analysis including MC study,
likelihood surface, and statistical tests.
Usage
run_complete_diagnostics(
n_sim = 50,
n_obs = 500,
true_alpha = 0.05,
true_beta = 0.9,
omega = c(0.05, 0.08),
alpha_garch = c(0.1, 0.12),
beta_garch = c(0.85, 0.82),
seed = 42,
plot = TRUE
)
Arguments
- n_sim
Number of MC replications
- n_obs
Observations per replication
- true_alpha
True DCC alpha
- true_beta
True DCC beta
- omega
Vector of GARCH omega parameters
- alpha_garch
Vector of GARCH alpha parameters
- beta_garch
Vector of GARCH beta parameters
- seed
Random seed
- plot
Logical: create plots?
Value
List with all diagnostic results
