uGARCHmultifit-class

residuals,uGARCHmultifit-method

fitted,uGARCHmultifit-method

coef,uGARCHmultifit-method

show,uGARCHmultifit-method

sigma,uGARCHmultifit-method

likelihood,uGARCHmultifit-method

Class for the univariate GARCH Multiple fit.

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

uGARCHmultifit-class function

A virtual Class: No objects may be created from it.

Objects from the Class

Class <code>GARCHfit</code>, directly.
Class <code>rGARCH</code>, by class <code>GARCHfit</code>, distance 3.

Extends

<dl>
 <dt>coef</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the coefficients.</dd> <dt>likelihood</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the likelihood.</dd> <dt>sigma</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the conditional sigma values.</dd> <dt>fitted</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the fitted values.</dd> <dt>residuals</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
	Extracts the residuals. Optional logical argument <code>standardize</code> 
	(default is FALSE) allows to extract the standardized residuals.</dd> <dt>show</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Fit summary.</dd>	
</dl>

Methods

Author

class: Univariate GARCH Multiple Fit Class — uGARCHmultifit-class

<dl>
 <dt>coef</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the coefficients.</dd>

 <dt>likelihood</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the likelihood.</dd>

 <dt>sigma</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the conditional sigma values.</dd>

 <dt>fitted</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Extracts the fitted values.</dd>

 <dt>residuals</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
	Extracts the residuals. Optional logical argument <code>standardize</code> 
	(default is FALSE) allows to extract the standardized residuals.</dd>

 <dt>show</dt>
<dd><code>signature(object = "uGARCHmultifit")</code>: 
 Fit summary.</dd>

	
</dl>

uGARCHmultifit-class: class: Univariate GARCH Multiple Fit Class

Description

Arguments

Objects from the Class

Extends

Methods

Author

See Also