ARFIMAforecast-class

fitted,ARFIMAforecast-method

show,ARFIMAforecast-method

fpm,ARFIMAforecast-method

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

ARFIMAforecast-class function

<dl>
 <dt><code>forecast</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>model</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> 
</dl>

Slots

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

Extends

<dl>
 <dt>fitted</dt>
<dd><code>signature(x = "ARFIMAforecast")</code>: 
 The n.ahead by n.roll+1 matrix of conditional mean forecasts. The column 
 names are the T[0] dates.</dd> <dt>fpm</dt>
<dd><code>signature(object = "ARFIMAforecast")</code>: 
 Forecast performance measures.</dd> <dt>show</dt>
<dd><code>signature(object = "ARFIMAforecast")</code>: 
 Forecast summary returning the 0-roll frame only.</dd>	
</dl>

Methods

Author

class: ARFIMA Forecast Class — ARFIMAforecast-class

<dl>
 <dt><code>forecast</code>:</dt>
<dd>Object of class <code>"vector"</code></dd>

 <dt><code>model</code>:</dt>
<dd>Object of class <code>"vector"</code></dd>

 
</dl>

<dl>
 <dt>fitted</dt>
<dd><code>signature(x = "ARFIMAforecast")</code>: 
 The n.ahead by n.roll+1 matrix of conditional mean forecasts. The column 
 names are the T[0] dates.</dd>

 <dt>fpm</dt>
<dd><code>signature(object = "ARFIMAforecast")</code>: 
 Forecast performance measures.</dd>

 <dt>show</dt>
<dd><code>signature(object = "ARFIMAforecast")</code>: 
 Forecast summary returning the 0-roll frame only.</dd>

	
</dl>

ARFIMAforecast-class: class: ARFIMA Forecast Class

Description

Arguments

Slots

Extends

Methods

Author