ARFIMAmultiforecast-class

fitted,ARFIMAmultiforecast-method

show,ARFIMAmultiforecast-method

Class for the ARFIMA Multiple forecast.

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

Alexios Galanos

Tobias Kley

ARFIMAmultiforecast-class function

<dl>
 <dt><code>forecast</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>desc</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> 
</dl>

Slots

Class <code>"ARFIMA"</code>, directly.
Class <code>"rGARCH"</code>, by class "ARFIMA", distance 2.

Extends

<dl>
 <dt>fitted</dt>
<dd><code>signature(x = "ARFIMAmultiforecast")</code>: 
 Extracts the conditional mean forecast from the object, and returns an
 array of the n.ahead by (n.roll+1) by n.assets.</dd> <dt>show</dt>
<dd><code>signature(object = "ARFIMAmultiforecast")</code>: forecast summary.</dd>	 
</dl>

Methods

Author

class: ARFIMA Multiple Forecast Class — ARFIMAmultiforecast-class

<dl>
 <dt><code>forecast</code>:</dt>
<dd>Object of class <code>"vector"</code></dd>

 <dt><code>desc</code>:</dt>
<dd>Object of class <code>"vector"</code></dd>

 
</dl>

<dl>
 <dt>fitted</dt>
<dd><code>signature(x = "ARFIMAmultiforecast")</code>: 
 Extracts the conditional mean forecast from the object, and returns an
 array of the n.ahead by (n.roll+1) by n.assets.</dd>

 <dt>show</dt>
<dd><code>signature(object = "ARFIMAmultiforecast")</code>: forecast summary.</dd>

	 
</dl>

ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class

Description

Arguments

Slots

Extends

Methods

Author