uGARCHmultifilter-class

coef,uGARCHmultifilter-method

fitted,uGARCHmultifilter-method

likelihood,uGARCHmultifilter-method

residuals,uGARCHmultifilter-method

sigma,uGARCHmultifilter-method

show,uGARCHmultifilter-method

Class for the univariate GARCH 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

uGARCHmultifilter-class function

Class <code>"<a href="/link/?package=rugarch&version=1.4-1" garchfilter'="" data-mini-rdoc="rugarch::"></a>'>GARCHfilter"</code>, directly.
Class <code>"<a href="/link/?package=rugarch&version=1.4-1" rgarch'="" data-mini-rdoc="rugarch::"></a>'>rGARCH"</code>, by class "GARCHfilter", distance 3.

Extends

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

Methods

class: Univariate GARCH Multiple Filter Class — uGARCHmultifilter-class

Class <code>"<a href='<a href='GARCHfilter'></a>'>GARCHfilter</a>"</code>, directly.
Class <code>"<a href='<a href='rGARCH'></a>'>rGARCH</a>"</code>, by class "GARCHfilter", distance 3.

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

uGARCHmultifilter-class: class: Univariate GARCH Multiple Filter Class

Description

Arguments

Extends

Methods

See Also