uGARCHmultiforecast-class

sigma,uGARCHmultiforecast-method

fitted,uGARCHmultiforecast-method

show,uGARCHmultiforecast-method

Class for the univariate GARCH Multiple forecast.

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

uGARCHmultiforecast-class function

A virtual Class: No objects may be created from it.

Objects from the Class

Class <code>GARCHforecast</code>, directly.
Class <code>rGARCH</code>, by class <code>GARCHforecast</code>, distance 3.

Extends

<dl>
 <dt>sigma</dt>
<dd><code>signature(x = "uGARCHmultiforecast")</code>: 
 		extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma 
 		forecasts.</dd> <dt>fitted</dt>
<dd><code>signature(x = "uGARCHforecast")</code>: 
 extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean
 		forecasts.</dd> <dt>show</dt>
<dd><code>signature(object = "uGARCHforecast")</code>: forecast summary.</dd> 
</dl>

Methods

Author

class: Univariate GARCH Multiple Forecast Class — uGARCHmultiforecast-class

<dl>
 <dt>sigma</dt>
<dd><code>signature(x = "uGARCHmultiforecast")</code>: 
 		extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma 
 		forecasts.</dd>

 <dt>fitted</dt>
<dd><code>signature(x = "uGARCHforecast")</code>: 
 extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean
 		forecasts.</dd>

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

 
</dl>

uGARCHmultiforecast-class: class: Univariate GARCH Multiple Forecast Class

Description

Arguments

Objects from the Class

Extends

Methods

Author

See Also