ARFIMAmultispec-class

show,ARFIMAmultispec-method

Class for the ARFIMA Multiple specification.

classes

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Alexios Ghalanos

rugarch

Univariate GARCH Models

Tobias Kley

ARFIMAmultispec-class function

<dl class="dl-horizontal">
 <dt><code>spec</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>type</code>:</dt><dd>Object of class <code>"character"</code></dd>
 </dl>

Slots

Class <code>"<a href="/link/?package=rugarch&version=1.4-2" arfima'="" data-mini-rdoc="rugarch::"></a>'>ARFIMA"</code>, directly.
Class <code>"<a href="/link/?package=rugarch&version=1.4-2" rgarch'="" data-mini-rdoc="rugarch::"></a>'>rGARCH"</code>, by class "ARFIMA", distance 2.

Extends

<dl class="dl-horizontal">
 <dt>show</dt><dd><code>signature(object = "ARFIMAmultispec")</code>: specification summary.</dd>
	 </dl>

Methods

class: ARFIMA Multiple Specification Class — ARFIMAmultispec-class

<dl class='dl-horizontal'>
 <dt><code>spec</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>type</code>:</dt><dd>Object of class <code>"character"</code></dd>
 </dl>

Class <code>"<a href='<a href='ARFIMA'></a>'>ARFIMA</a>"</code>, directly.
Class <code>"<a href='<a href='rGARCH'></a>'>rGARCH</a>"</code>, by class "ARFIMA", distance 2.

<dl class='dl-horizontal'>
 <dt>show</dt><dd><code>signature(object = "ARFIMAmultispec")</code>: specification summary.</dd>
	 </dl>

ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class

Description

Arguments

Slots

Extends

Methods