ARFIMAfilter-class

as.data.frame,ARFIMAfilter-method

coef,ARFIMAfilter-method

fitted,ARFIMAfilter-method

infocriteria,ARFIMAfilter-method

likelihood,ARFIMAfilter-method

residuals,ARFIMAfilter-method

show,ARFIMAfilter-method

uncmean,ARFIMAfilter-method

classes

ARFIMA, in-mean, external regressors and various GARCH
        flavours, with methods for fit, forecast, simulation, inference
        and plotting.

Alexios Ghalanos

rugarch

Univariate GARCH models

ARFIMAfilter-class function

Class <code>"<links4class>ARFIMA</links4class>"</code>, directly.
Class <code>"<links4class>rGARCH</links4class>"</code>, by class "ARFIMA", distance 2.

Extends

class: ARFIMA Filter Class

ARFIMAfilter-class: class: ARFIMA Filter Class

Description

Arguments

Extends

Examples