Class for the ARFIMA rolling forecast.
forecast:Object of class "vector"
model:Object of class "vector"
Class "ARFIMA", directly.
Class "rGARCH", by class "ARFIMA", distance 2.
signature(x = "ARFIMAroll"): extracts various
values from object (see note).
signature(object = "ARFIMAroll"):
Resumes a rolling backtest which has non-converged windows using
alternative solver and control parameters.
signature(object = "ARFIMAroll"):
Forecast performance measures.
signature(object = "ARFIMAroll"):
Extracts the list of coefficients for each estimated window in the
rolling backtest.
signature(object = "ARFIMAroll"): roll backtest reports
(see note).
signature(object = "ARFIMAroll"):
Summary.
Alexios Ghalanos