ARFIMAsim-class

fitted,ARFIMAsim-method

show,ARFIMAsim-method

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

ARFIMAsim-class function

<dl>
 <dt><code>simulation</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>model</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>seed</code>:</dt>
<dd>Object of class <code>"integer"</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 = "ARFIMAsim")</code>: extracts the simulated values 
 as a matrix of dimension n.sim by m.sim.</dd> <dt>show</dt>
<dd><code>signature(object = "ARFIMAsim")</code>: simulation summary.</dd>	 
</dl>

Methods

Author

class: ARFIMA Simulation Class — ARFIMAsim-class

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

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

 <dt><code>seed</code>:</dt>
<dd>Object of class <code>"integer"</code></dd>

 
</dl>

<dl>
 <dt>fitted</dt>
<dd><code>signature(x = "ARFIMAsim")</code>: extracts the simulated values 
 as a matrix of dimension n.sim by m.sim.</dd>

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

	 
</dl>

ARFIMAsim-class: class: ARFIMA Simulation Class

Description

Arguments

Slots

Extends

Methods

Author