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rugarch (version 1.4-2)

uGARCHboot-class: class: Univariate GARCH Bootstrap Class

Description

Class for the univariate GARCH Bootstrap based Forecasts.

Arguments

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class "'>GARCHboot", directly. Class "'>rGARCH", by class "GARCHboot", distance 2.

Methods

as.data.frame

signature(x = "uGARCHboot"): extracts various values from object (see note).

plot

signature(x = "uGARCHboot", y = "missing"): bootstrap forecast plots.

show

signature(object = "uGARCHboot"): bootstrap forecast summary.

References

Pascual, L., Romo, J. and Ruiz, E. 2004, Bootstrap predictive inference for ARIMA processes, Journal of Time Series Analysis. Pascual, L., Romo, J. and Ruiz, E. 2006, Bootstrap prediction for returns and volatilities in GARCH models, Computational Statistics and Data Analysis.

See Also

Classes '>uGARCHforecast, '>uGARCHfit and '>uGARCHspec.