fGARCHSPEC-class

update,fGARCHSPEC-method

Specification Structure for an univariate GARCH time series model.

programming

Environment for teaching "Financial Engineering and
Computational Finance"

Yohan Chalabi

fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

fGARCHSPEC-class function

Objects can be created by calls of the function <code>garchSpec</code>.
 This object is specifies the parameters of an empirical GARCH process.

Objects from the Class

<dl> <dt><code>call</code>:</dt><dd>Object of class <code>"call"</code>: 
 the call of the <code>garch</code> function.
 </dd> <dt><code>formula</code>:</dt><dd>Object of class <code>"formula"</code>: 
 a list with two formula entries for the mean and variance 
 equation.
 </dd> <dt><code>model</code>:</dt><dd>Object of class <code>"list"</code>: 
 a list with the model parameters.
 </dd> <dt><code>presample</code>:</dt><dd>Object of class <code>"matrix"</code>: 
 a numeric matrix with presample values.
 </dd> <dt><code>distribution</code>:</dt><dd>Object of class <code>"character"</code>: 
 a character string with the name of the conditional distribution.
 </dd> <dt><code>rseed</code>:</dt><dd>Object of class <code>"numeric"</code>: 
 an integer with the random number generator seed.
 </dd> </dl>

Slots

<dl> <dt>show</dt><dd><code>signature(object = "fGARCHSPEC")</code>: 
 prints an object of class 'fGARCHSPEC'.
 </dd> </dl>

fGARCHSPEC-class: Class "fGARCHSPEC"

Description

Arguments

Objects from the Class

Slots

Methods