rugarch (version 1.4-2)

multispec-methods: function: Univariate multiple GARCH Specification

Description

Method for creating a univariate multiple GARCH or ARFIMA specification object prior to fitting.

Usage

multispec( speclist )

Arguments

speclist

A list with as many univariate GARCH or ARFIMA specifications of class '>uGARCHspec and '>ARFIMAspec as there will be columns in the data object passed to one of the other methods which uses a multiple specification object (fitting, filtering and forecasting).

Value

A '>uGARCHmultispec or '>ARFIMAmultispec object containing details of the multiple GARCH or ARFIMA specifications.

Examples

# NOT RUN {
# how to make a list with 2 uGARCHspec objects of the same type
spec = ugarchspec()
mspec = multispec( replicate(2, spec) )
# note that replicate(spec, 2) does not work...be careful about the order 
# else explicity name 'n' (i.e. n = 2)

# or simply combine disparate objects
spec1 = ugarchspec(distribution = "norm")
spec2 = ugarchspec(distribution = "std")
mspec = multispec( c( spec1, spec2 ) )
# }