ARFIMAsim-class

fitted,ARFIMAsim-method

show,ARFIMAsim-method

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

ARFIMAsim-class function

<dl class="dl-horizontal">
 <dt><code>simulation</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>model</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>seed</code>:</dt><dd>Object of class <code>"integer"</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>fitted</dt><dd><code>signature(x = "ARFIMAsim")</code>: extracts the simulated values 
 as a matrix of dimension n.sim by m.sim.</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAsim")</code>: simulation summary.</dd>
	 </dl>

Methods

class: ARFIMA Simulation Class — ARFIMAsim-class

<dl class='dl-horizontal'>
 <dt><code>simulation</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>model</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>seed</code>:</dt><dd>Object of class <code>"integer"</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>fitted</dt><dd><code>signature(x = "ARFIMAsim")</code>: extracts the simulated values 
 as a matrix of dimension n.sim by m.sim.</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAsim")</code>: simulation summary.</dd>
	 </dl>

ARFIMAsim-class: class: ARFIMA Simulation Class

Description

Arguments

Slots

Extends

Methods