ARFIMAspec-class

show,ARFIMAspec-method

setfixed&lt;-,ARFIMAspec,vector-method

setstart&lt;-,ARFIMAspec,vector-method

setbounds&lt;-,ARFIMAspec,vector-method

uncmean,ARFIMAspec-method

Class for the ARFIMA 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

ARFIMAspec-class function

<dl class="dl-horizontal">
 <dt><code>model</code>:</dt><dd>Object of class <code>"vector"</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 = "ARFIMAspec")</code>: 
 Specification summary.</dd>
 <dt>setfixed&lt;-</dt><dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the fixed parameters (which must be supplied as a named list).</dd>
 <dt>setstart&lt;-</dt><dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the starting parameters (which must be supplied as a named list).</dd>
 <dt>setbounds&lt;-</dt><dd><code>signature(object = "ARFIMAspec", value = "vector")</code>: 
	Sets the parameters lower and upper bounds, which must be supplied as a named 
	list with each parameter being a numeric vector of length 2 i.e. 
	"ar1"=c(-1,1)). If the vector is of length 1, then this is assumed to be 
	the lower bound, and the upper bound will be set to its default value prior
	to estimation.</dd>
 <dt>uncmean</dt><dd><code>signature(object = "ARFIMAspec")</code>: 
 Returns the unconditional mean of a specification which has been assigned 
 fixed parameters.</dd>
 </dl>

Methods

class: ARFIMA Specification Class — ARFIMAspec-class

<dl class='dl-horizontal'>
 <dt><code>model</code>:</dt><dd>Object of class <code>"vector"</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 = "ARFIMAspec")</code>: 
 Specification summary.</dd>
 <dt>setfixed&lt;-</dt><dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the fixed parameters (which must be supplied as a named list).</dd>
 <dt>setstart&lt;-</dt><dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the starting parameters (which must be supplied as a named list).</dd>
 <dt>setbounds&lt;-</dt><dd><code>signature(object = "ARFIMAspec", value = "vector")</code>: 
	Sets the parameters lower and upper bounds, which must be supplied as a named 
	list with each parameter being a numeric vector of length 2 i.e. 
	"ar1"=c(-1,1)). If the vector is of length 1, then this is assumed to be 
	the lower bound, and the upper bound will be set to its default value prior
	to estimation.</dd>
 <dt>uncmean</dt><dd><code>signature(object = "ARFIMAspec")</code>: 
 Returns the unconditional mean of a specification which has been assigned 
 fixed parameters.</dd>
 </dl>

ARFIMAspec-class: class: ARFIMA Specification Class

Description

Arguments

Slots

Extends

Methods