uGARCHmultiforecast-class

sigma,uGARCHmultiforecast-method

fitted,uGARCHmultiforecast-method

show,uGARCHmultiforecast-method

Class for the univariate GARCH 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

uGARCHmultiforecast-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" garchforecast'="" data-mini-rdoc="rugarch::"></a>'>GARCHforecast</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" garchforecast'="" data-mini-rdoc="rugarch::"></a>'>GARCHforecast</code>, distance 3.

Extends

<dl class="dl-horizontal">
 <dt>sigma</dt><dd><code>signature(x = "uGARCHmultiforecast")</code>: 
 		extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma 
 		forecasts.</dd>
 <dt>fitted</dt><dd><code>signature(x = "uGARCHforecast")</code>: 
 extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean
 		forecasts.</dd>
 <dt>show</dt><dd><code>signature(object = "uGARCHforecast")</code>: forecast summary.</dd>
 </dl>

Methods

class: Univariate GARCH Multiple Forecast Class — uGARCHmultiforecast-class

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

<dl class='dl-horizontal'>
 <dt>sigma</dt><dd><code>signature(x = "uGARCHmultiforecast")</code>: 
 		extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma 
 		forecasts.</dd>
 <dt>fitted</dt><dd><code>signature(x = "uGARCHforecast")</code>: 
 extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean
 		forecasts.</dd>
 <dt>show</dt><dd><code>signature(object = "uGARCHforecast")</code>: forecast summary.</dd>
 </dl>

uGARCHmultiforecast-class: class: Univariate GARCH Multiple Forecast Class

Description

Arguments

Objects from the Class

Extends

Methods

See Also