ARFIMAmultispec-class

show,ARFIMAmultispec-method

Class for the ARFIMA Multiple 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

Alexios Galanos

Tobias Kley

ARFIMAmultispec-class function

<dl>
 <dt><code>spec</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>type</code>:</dt>
<dd>Object of class <code>"character"</code></dd> 
</dl>

Slots

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

Extends

<dl>
 <dt>show</dt>
<dd><code>signature(object = "ARFIMAmultispec")</code>: specification summary.</dd>	 
</dl>

Methods

Author

class: ARFIMA Multiple Specification Class — ARFIMAmultispec-class

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

 <dt><code>type</code>:</dt>
<dd>Object of class <code>"character"</code></dd>

 
</dl>

<dl>
 <dt>show</dt>
<dd><code>signature(object = "ARFIMAmultispec")</code>: specification summary.</dd>

	 
</dl>

ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class

Description

Arguments

Slots

Extends

Methods

Author