"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
the 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, with dimensions n.sim * n.assets * (roll+1),
the third dimension labeled by the actual forecast time index,
and the second dimension labeled by the asset names. The last forecast scenario
is always completely out of sample, so the time index label for that is generated
using the generatefwd function in the rugarch package.
Alexios Galanos