ARFIMAmultifilter-class

coef,ARFIMAmultifilter-method

fitted,ARFIMAmultifilter-method

likelihood,ARFIMAmultifilter-method

residuals,ARFIMAmultifilter-method

show,ARFIMAmultifilter-method

Class for the ARFIMA Multiple filter.

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

ARFIMAmultifilter-class function

<dl class="dl-horizontal">
 <dt><code>filter</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>desc</code>:</dt><dd>Object of class <code>"vector"</code></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>fitted</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>:
 	Extracts the fitted values.</dd>
 <dt>residuals</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>: 
 	Extracts the residuals. Optional logical argument <code>standardize</code> 
	(default is FALSE) allows to extract the standardized residuals.</dd>
 <dt>coef</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>:
 	Extracts the coefficients.</dd>
 <dt>likelihood</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>:
 	Extracts the likelihood.</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>: Filter summary.</dd>
	 </dl>

Methods

class: ARFIMA Multiple Filter Class — ARFIMAmultifilter-class

<dl class='dl-horizontal'>
 <dt><code>filter</code>:</dt><dd>Object of class <code>"vector"</code></dd>
 <dt><code>desc</code>:</dt><dd>Object of class <code>"vector"</code></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>fitted</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>:
 	Extracts the fitted values.</dd>
 <dt>residuals</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>: 
 	Extracts the residuals. Optional logical argument <code>standardize</code> 
	(default is FALSE) allows to extract the standardized residuals.</dd>
 <dt>coef</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>:
 	Extracts the coefficients.</dd>
 <dt>likelihood</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>:
 	Extracts the likelihood.</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAmultifilter")</code>: Filter summary.</dd>
	 </dl>

ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class

Description

Arguments

Slots

Extends

Methods