Retrieval of Start Values

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Start values can also be retrieved from previous sessions. These values can be stored in vector and used for start values in other sessions.

First retrieve the session by name.     ShowRuns can be invoked to see what models are associated with each run in the session. Then showEstimates prints the vectors of the estimates for each run. getEstimates puts these vectors into the FANPAC global, _fan_Estimates.     

(gauss) getSession amzn;
(gauss) showRuns;

    ============================================
                          Session: amzn                                 
    ----------------------------------------------------------------------
                        daily Amazon.com                                
    ----------------------------------------------------------------------

      RUN      MODEL
    ~~~~~~~~~~~~~~~~~~~~~~~~~
    run1      GARCH(2,1)   
    -------------------------
    run2      TGARCH(2,1)   
    -------------------------
    run3      TGARCH(2,2)   
    -------------------------

    showestimates;

    run1

       omega        5.4455793 
      Garch1       0.40237048 
      Garch2       0.18565687 
       Arch1       0.28261494 
       Const       0.65694551 



    run2

       omega        4.4474252 
      Garch1        0.3947642 
      Garch2       0.24293983 
       Arch1       0.26026773 
       Const       0.44340189 
          Nu        6.1673633 



    run3

       omega        4.9353761 
      Garch1       0.28319783 
      Garch2        0.3140371 
       Arch1       0.25014014 
       Arch2      0.039805654 
       Const       0.44691095 
          Nu        6.1573905 


(gauss) getEstimates;
(gauss) print _fan_Estimates;

           5.4455793        4.4474252        4.9353761 
          0.40237048       0.39476420       0.28319783 
          0.18565687       0.24293983       0.31403710 
          0.28261494       0.26026773       0.25014014 
          0.65694551       0.44340189      0.039805654 
                   .        6.1673633       0.44691095 
                   .                .        6.1573905