HARForecast-class: HARForecast

Description Objects from the Class Slots Methods Author(s)

Description

Class for HARForecast object

Objects from the Class

A virtual Class: No objects may be created from it

Slots

model:

Object of class HARModel. see HARModel

forecast:

Object of class matrix containing the forecasted series

info:

Object of class list cointaining:

data:

Object of class list containing:

Methods

show:

signature(object = "HARForecast"): Shows summary

plot:

signature(x = "HARForecast", y = "missing"): Plot the out of sample observed series with the forecasts overlayed

uncmean:

signature(object = "HARForecast"): Extracts the unconditional mean from the Model

coef:

signature(object = "HARForecast"): Extracts the coefficients from the first estimated Model

qlike:

signature(object = "HARForecast"): Calculate the out of sample 'qlike' loss function for a HARForecast object

forecastres:

signature(object = "HARForecast"): Retrieve the forecast residuals from HARForecast object

forc:

signature(object = "HARForecast"): Retrieve the forecasted series.

Author(s)

Emil Sjoerup


HARModel documentation built on Aug. 31, 2019, 5:05 p.m.