This class defines the slots for estimated GO-GARCH models. It
contains the class Goinit.
Objects can be created by calls of the form new("GoGARCH", ...).
Z:Object of class "matrix": Transformation matrix.
U:Object of class "Orthom": Orthonormal matrix.
Y:Object of class "matrix": Extracted
component matrix.
H:Object of class "list": List of conditional
variance/covariance matrices.
models:Object of class "list": List of
univariate GARCH model fits.
estby:Object of class "character": Estimation method.
CALL:Object of class "call": Result of
match.call in generating function.
X:Object of class "matrix": The data matrix.
V:Object of class "matrix": Covariance matrix
of X.
P:Object of class "matrix": Left singular
values of Var/Cov matrix of X.
Dsqr:Object of class "matrix": Square roots of
eigenvalues on diagonal, else zero.
garchf:Object of class "formula": Garch
formula used for uncorrelated component GARCH models.
name:Object of class "character": The name of
the original data object.
Returns the conditional variances as object with class attribute
"mts" "ts".
Returns the conditional co-variances as object with
class attribute "mts" "ts".
Returns the conditional correlationsas object with class
attribute "mts" "ts".
Returns the coeffiecients of the component GARCH models.
Returns the convergence codes of the component GARCH models.
Returns the formula for the component GARCH models.
Plotting of the conditional correlations.
Returns the conditional covariances and mean
forecasts and the forecasts of the component GARCH models, object is
of class Gopredict.
Returns the residuals of the GO-GARCH model.
show-method for objects of class GoGARCH.
summary-method for objects of class GoGARCH,
object is of class Gosum.
Updates an object of class GoGARCH.