tsModel
is a class to contain parametric time-series models (like ARMA
oder GARCH) so that they can be used as arguments for qpBoot. There
are some premade Models
name
the name of the model (e.g. "GARCH")
spec
a list containing additional specification of the model
env
An environment to allow for slots which need to be accessable in a call-by-reference manner:
est_function
a function implementing an estimator for the
parameters of the model. It has the argumens object
and data
and
returns the estimated parameter. Also it sets par
to the estimated value.
sim_function
a function implementing a way to simulate from the
the model. It has the argumens object
and n
. Note that par
has to be set in order to simulate.
par
a numeric vector that contains the parameters of the model. Can be empty at the beginning.