ARFIMAdistribution-class

as.data.frame,ARFIMAdistribution-method

show,ARFIMAdistribution-method

Class for the ARFIMA Parameter Distribution, objects of which are created by 
calling function <code><a rd-options="" href="/link/arfimadistribution?package=rugarch&version=1.4-1" data-mini-rdoc="rugarch::arfimadistribution">arfimadistribution</a></code>.

classes

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

Alexios Ghalanos

rugarch

Univariate GARCH Models

Tobias Kley

ARFIMAdistribution-class function

<dl class="dl-horizontal">
 <dt><code>dist</code>:</dt><dd>Object of class <code>"vector"</code> Details of fitted 
 parameters.</dd>
 <dt><code>truecoef</code>:</dt><dd>Object of class <code>"matrix"</code> The actual 
 coefficients.</dd>
 <dt><code>model</code>:</dt><dd>Object of class <code>"list"</code> The model specification.</dd>
 </dl>

Slots

Class <code>"<a href="/link/?package=rugarch&version=1.4-1" arfima'="" data-mini-rdoc="rugarch::"></a>'>ARFIMA"</code>, directly.
Class <code>"<a href="/link/?package=rugarch&version=1.4-1" rgarch'="" data-mini-rdoc="rugarch::"></a>'>rGARCH"</code>, by class "ARFIMA", distance 2.

Extends

<dl class="dl-horizontal">
 <dt>as.data.frame</dt><dd><code>signature(x = "ARFIMAdistribution")</code>: extracts 
 various values from object (see note).</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAdistribution")</code>: parameter 
 distribution summary.</dd>
	 </dl>

Methods

Class for the ARFIMA Parameter Distribution, objects of which are created by 
calling function <code><a rd-options='' href='arfimadistribution'>arfimadistribution</a></code>.

class: ARFIMA Parameter Distribution Class — ARFIMAdistribution-class

<dl class='dl-horizontal'>
 <dt><code>dist</code>:</dt><dd>Object of class <code>"vector"</code> Details of fitted 
 parameters.</dd>
 <dt><code>truecoef</code>:</dt><dd>Object of class <code>"matrix"</code> The actual 
 coefficients.</dd>
 <dt><code>model</code>:</dt><dd>Object of class <code>"list"</code> The model specification.</dd>
 </dl>

Class <code>"<a href='<a href='ARFIMA'></a>'>ARFIMA</a>"</code>, directly.
Class <code>"<a href='<a href='rGARCH'></a>'>rGARCH</a>"</code>, by class "ARFIMA", distance 2.

<dl class='dl-horizontal'>
 <dt>as.data.frame</dt><dd><code>signature(x = "ARFIMAdistribution")</code>: extracts 
 various values from object (see note).</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAdistribution")</code>: parameter 
 distribution summary.</dd>
	 </dl>

ARFIMAdistribution-class: class: ARFIMA Parameter Distribution Class

Description

Arguments

Slots

Extends

Methods