ARFIMAmultifit-class

coef,ARFIMAmultifit-method

fitted,ARFIMAmultifit-method

likelihood,ARFIMAmultifit-method

residuals,ARFIMAmultifit-method

show,ARFIMAmultifit-method

Class for the ARFIMA Multiple fit.

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

ARFIMAmultifit-class function

<dl>
 <dt><code>fit</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>desc</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>coef</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the coefficients.</dd> <dt>likelihood</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the likelihood.</dd> <dt>fitted</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the fitted values.</dd> <dt>residuals</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the residuals. Optional logical argument <code>standardize</code> 
	(default is FALSE) allows to extract the standardized residuals.</dd> <dt>show</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Fit summary.</dd>	 
</dl>

Methods

Author

class: ARFIMA Multiple Fit Class — ARFIMAmultifit-class

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

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

 
</dl>

<dl>
 <dt>coef</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the coefficients.</dd>

 <dt>likelihood</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the likelihood.</dd>

 <dt>fitted</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the fitted values.</dd>

 <dt>residuals</dt>
<dd><code>signature(object = "ARFIMAmultifit")</code>: 
 	Extracts the residuals. Optional logical argument <code>standardize</code> 
	(default is FALSE) allows to extract the standardized residuals.</dd>

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

	 
</dl>

ARFIMAmultifit-class: class: ARFIMA Multiple Fit Class

Description

Arguments

Slots

Extends

Methods

Author