uGARCHmultifit-class

residuals,uGARCHmultifit-method

fitted,uGARCHmultifit-method

coef,uGARCHmultifit-method

show,uGARCHmultifit-method

sigma,uGARCHmultifit-method

likelihood,uGARCHmultifit-method

Class for the univariate GARCH Multiple fit.

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

uGARCHmultifit-class function

A virtual Class: No objects may be created from it.

Objects from the Class

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

Extends

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

Methods

class: Univariate GARCH Multiple Fit Class — uGARCHmultifit-class

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

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

uGARCHmultifit-class: class: Univariate GARCH Multiple Fit Class

Description

Arguments

Objects from the Class

Extends

Methods

See Also