"fScenario"
Object returned from calling fscenario
.
Objects can be created by calls of the form new("fScenario", ...)
.
scenario
:Object of class "vector"
A list with the
(roll+1) scenario matrices.
model
:Object of class "vector"
A list with details of
data generating process.
signature(object = "fScenario")
: Summary method.
signature(object = "fScenario")
: Get a specified
‘arg’ from the object (only ‘scenario’ used).
signature(object = "fScenario")
: Returns an array
of the simulated scenario returns, of dimensions n.sim by n.assets
by (roll+1), with third dimension labels the actual forecast time index,
and second dimension labels the asset names. The last forecast scenario
will always be completely out of sample so the time index label for that
is generated using the generatefwd
function in the rugarch package.