ARFIMAmultispec-class

show,ARFIMAmultispec-method

Class for the ARFIMA Multiple 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

ARFIMAmultispec-class function

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

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ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class

Description

Arguments

Extends