Class for the ARFIMA fit.
fit:Object of class "vector"
model:Object of class "vector"
Class "ARFIMA", directly.
Class "rGARCH", by class "ARFIMA", distance 2.
signature(object = "ARFIMAfit"):
Extracts the coefficients.
signature(object = "ARFIMAfit"):
Extracts the fitted values.
signature(object = "ARFIMAfit"):
Calculates and returns various information criteria.
signature(object = "ARFIMAfit"):
Extracts the likelihood.
signature(object = "ARFIMAfit"):
Extracts the residuals. Optional logical argument standardize
(default is FALSE) allows to extract the standardized residuals.
signature(object = "ARFIMAfit"):
Fit summary.
signature(object = "ARFIMAfit"):
Calculates and returns the unconditional mean. Takes additional arguments
‘method’ with option for “analytical” or “simulation”,
‘n.sim’ for the number of simulations (if that method was chosen,
and defaults to 100000) and ‘rseed’ for the simulation random
generator initialization seed.
signature(object = "ARFIMAfit"):
Extracts the covariance matrix of the parameters. Additional logical option of
‘robust’ indicates whether to extract the robust based covariance matrix.
signature(object = "ARFIMAfit"):
Returns the solver convergence code for the fitted object (zero denotes
convergence).
signature(object = "ARFIMAfit"):
Zeros parameters (fixing to zero in rugarch is equivalent to eliminating them
in estimation) with p-values (optional argument “pvalue”) greater
than 0.1 (default), and re-estimates the model. Additional arguments are passed
to arfimafit.An additional option “use.robust” (default TRUE)
asks whether to use the robust calculated p-values.
signature(object = "ARFIMAfit"):
Extracts and returns the ARFIMA specification from a fitted object.
Alexios Ghalanos