ARFIMApath-class

fitted,ARFIMApath-method

show,ARFIMApath-method

Class for the ARFIMA Path simulation.

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

ARFIMApath-class function

<dl>
 <dt><code>path</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>model</code>:</dt>
<dd>Object of class <code>"vector"</code></dd> <dt><code>seed</code>:</dt>
<dd>Object of class <code>"integer"</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 = "ARFIMApath")</code>: 
 Extracts the simulated path values as a matrix of dimension n.sim by m.sim.</dd> <dt>show</dt>
<dd><code>signature(object = "ARFIMApath")</code>: path simulation summary.</dd>	 
</dl>

Methods

Author

class: ARFIMA Path Simulation Class — ARFIMApath-class

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

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

 <dt><code>seed</code>:</dt>
<dd>Object of class <code>"integer"</code></dd>

 
</dl>

<dl>
 <dt>fitted</dt>
<dd><code>signature(x = "ARFIMApath")</code>: 
 Extracts the simulated path values as a matrix of dimension n.sim by m.sim.</dd>

 <dt>show</dt>
<dd><code>signature(object = "ARFIMApath")</code>: path simulation summary.</dd>

	 
</dl>

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ARFIMApath-class: class: ARFIMA Path Simulation Class

Description

Arguments

Slots

Extends

Methods

Author