ARFIMAmultiforecast-class

fitted,ARFIMAmultiforecast-method

show,ARFIMAmultiforecast-method

Class for the ARFIMA Multiple forecast.

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

ARFIMAmultiforecast-class function

<dl class="dl-horizontal">
 <dt><code>forecast</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(x = "ARFIMAmultiforecast")</code>: 
 Extracts the conditional mean forecast from the object, and returns an
 array of the n.ahead by (n.roll+1) by n.assets.</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAmultiforecast")</code>: forecast summary.</dd>
	 </dl>

Methods

class: ARFIMA Multiple Forecast Class — ARFIMAmultiforecast-class

<dl class='dl-horizontal'>
 <dt><code>forecast</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(x = "ARFIMAmultiforecast")</code>: 
 Extracts the conditional mean forecast from the object, and returns an
 array of the n.ahead by (n.roll+1) by n.assets.</dd>
 <dt>show</dt><dd><code>signature(object = "ARFIMAmultiforecast")</code>: forecast summary.</dd>
	 </dl>

ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class

Description

Arguments

Slots

Extends

Methods