uGARCHspec-class

uncmean,uGARCHspec-method

uncvariance,uGARCHspec,missing,missing,missing,missing,missing-method

setfixed<-

setfixed<-,ANY,ANY-method

setfixed<-,uGARCHspec,vector-method

setstart<-

setstart<-,ANY,ANY-method

setstart<-,uGARCHspec,vector-method

halflife,uGARCHspec,missing,missing,missing,missing-method

persistence,uGARCHspec,missing,missing,missing,missing-method

show,uGARCHspec-method

Class for the univariate GARCH specification.

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

uGARCHspec-class function

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

Extends

class: Univariate GARCH Specification Class

uGARCHspec-class: class: Univariate GARCH Specification Class

Description

Arguments

Extends

See Also

Examples