ARFIMAdistribution-class

as.data.frame,ARFIMAdistribution-method

show,ARFIMAdistribution-method

Class for the ARFIMA Parameter Distribution, objects of which are created by 
calling function <code>arfimadistribution</code>.

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

Alexios Galanos

Tobias Kley

ARFIMAdistribution-class function

<dl>
 <dt><code>dist</code>:</dt>
<dd>Object of class <code>"vector"</code> Details of fitted 
 parameters.</dd> <dt><code>truecoef</code>:</dt>
<dd>Object of class <code>"matrix"</code> The actual 
 coefficients.</dd> <dt><code>model</code>:</dt>
<dd>Object of class <code>"list"</code> The model specification.</dd> 
</dl>

Slots

Class <code>"ARFIMA"</code>, directly.
Class <code>"rGARCH"</code>, by class "ARFIMA", distance 2.

Extends

<dl>
 <dt>as.data.frame</dt>
<dd><code>signature(x = "ARFIMAdistribution")</code>: extracts 
 various values from object (see note).</dd> <dt>show</dt>
<dd><code>signature(object = "ARFIMAdistribution")</code>: parameter 
 distribution summary.</dd>	 
</dl>

Methods

Author

class: ARFIMA Parameter Distribution Class — ARFIMAdistribution-class

<dl>
 <dt><code>dist</code>:</dt>
<dd>Object of class <code>"vector"</code> Details of fitted 
 parameters.</dd>

 <dt><code>truecoef</code>:</dt>
<dd>Object of class <code>"matrix"</code> The actual 
 coefficients.</dd>

 <dt><code>model</code>:</dt>
<dd>Object of class <code>"list"</code> The model specification.</dd>

 
</dl>

<dl>
 <dt>as.data.frame</dt>
<dd><code>signature(x = "ARFIMAdistribution")</code>: extracts 
 various values from object (see note).</dd>

 <dt>show</dt>
<dd><code>signature(object = "ARFIMAdistribution")</code>: parameter 
 distribution summary.</dd>

	 
</dl>

ARFIMAdistribution-class: class: ARFIMA Parameter Distribution Class

Description

Arguments

Slots

Extends

Methods

Author