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rugarch (version 1.4-2)

ARFIMApath-class: class: ARFIMA Path Simulation Class

Description

Class for the ARFIMA Path simulation.

Arguments

Slots

path:

Object of class "vector"

model:

Object of class "vector"

seed:

Object of class "integer"

Extends

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

Methods

fitted

signature(x = "ARFIMApath"): Extracts the simulated path values as a matrix of dimension n.sim by m.sim.

show

signature(object = "ARFIMApath"): path simulation summary.