rugarch (version 1.4-1)

ARFIMAroll-class: class: ARFIMA Rolling Forecast Class

Description

Class for the ARFIMA rolling forecast.

Slots

forecast:

Object of class "vector"

model:

Object of class "vector"

Extends

Class "'>ARFIMA", directly. Class "'>rGARCH", by class "ARFIMA", distance 2.

Methods

as.data.frame

signature(x = "ARFIMAroll"): extracts various values from object (see note).

resume

signature(object = "ARFIMAroll"): Resumes a rolling backtest which has non-converged windows using alternative solver and control parameters.

fpm

signature(object = "ARFIMAroll"): Forecast performance measures.

coef

signature(object = "ARFIMAroll"): Extracts the list of coefficients for each estimated window in the rolling backtest.

report

signature(object = "ARFIMAroll"): roll backtest reports (see note).

show

signature(object = "ARFIMAroll"): Summary.