rugarch (version 1.5-3)

ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class

Description

Class for the ARFIMA Multiple filter.

Slots

filter:

Object of class "vector"

desc:

Object of class "vector"

Extends

Class "ARFIMA", directly. Class "rGARCH", by class "ARFIMA", distance 2.

Methods

fitted

signature(object = "ARFIMAmultifilter"): Extracts the fitted values.

residuals

signature(object = "ARFIMAmultifilter"): Extracts the residuals. Optional logical argument standardize (default is FALSE) allows to extract the standardized residuals.

coef

signature(object = "ARFIMAmultifilter"): Extracts the coefficients.

likelihood

signature(object = "ARFIMAmultifilter"): Extracts the likelihood.

show

signature(object = "ARFIMAmultifilter"): Filter summary.

Author

Alexios Ghalanos