ARFIMAspec-class

show,ARFIMAspec-method

setfixed&lt;-,ARFIMAspec,vector-method

setstart&lt;-,ARFIMAspec,vector-method

setbounds&lt;-,ARFIMAspec,vector-method

uncmean,ARFIMAspec-method

Class for the ARFIMA 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

ARFIMAspec-class function

<dl>
 <dt><code>model</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>show</dt>
<dd><code>signature(object = "ARFIMAspec")</code>: 
 Specification summary.</dd> <dt>setfixed&lt;-</dt>
<dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the fixed parameters (which must be supplied as a named list).</dd> <dt>setstart&lt;-</dt>
<dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the starting parameters (which must be supplied as a named list).</dd> <dt>setbounds&lt;-</dt>
<dd><code>signature(object = "ARFIMAspec", value = "vector")</code>: 
	Sets the parameters lower and upper bounds, which must be supplied as a named 
	list with each parameter being a numeric vector of length 2 i.e. 
	"ar1"=c(-1,1)). If the vector is of length 1, then this is assumed to be 
	the lower bound, and the upper bound will be set to its default value prior
	to estimation.</dd> <dt>uncmean</dt>
<dd><code>signature(object = "ARFIMAspec")</code>: 
 Returns the unconditional mean of a specification which has been assigned 
 fixed parameters.</dd> 
</dl>

Methods

Author

class: ARFIMA Specification Class — ARFIMAspec-class

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

 
</dl>

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

 <dt>setfixed&lt;-</dt>
<dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the fixed parameters (which must be supplied as a named list).</dd>

 <dt>setstart&lt;-</dt>
<dd><code>signature(object = "ARFIMAspec", 
 value = "vector")</code>: 
 Sets the starting parameters (which must be supplied as a named list).</dd>

 <dt>setbounds&lt;-</dt>
<dd><code>signature(object = "ARFIMAspec", value = "vector")</code>: 
	Sets the parameters lower and upper bounds, which must be supplied as a named 
	list with each parameter being a numeric vector of length 2 i.e. 
	"ar1"=c(-1,1)). If the vector is of length 1, then this is assumed to be 
	the lower bound, and the upper bound will be set to its default value prior
	to estimation.</dd>

 <dt>uncmean</dt>
<dd><code>signature(object = "ARFIMAspec")</code>: 
 Returns the unconditional mean of a specification which has been assigned 
 fixed parameters.</dd>

 
</dl>

ARFIMAspec-class: class: ARFIMA Specification Class

Description

Arguments

Slots

Extends

Methods

Author