HARSim-class: HARSim

In HARModel: Heterogeneous Autoregressive Models

Description

Class for HARSim object

Objects from the Class

A virtual Class: No objects may be created from it

Slots

simulation:

Object of class numeric containing the simulated series

info:

Object of class list cointaining:

• len: Object of class numeric containing the length of the simulated series

• periods: Object of class numeric containing the lag-vector used for simulation

• coefficients: Object of class numeric containing the coefficients used for simulation

• errorTermSD: Object of class numeric containing the standard error of the error term

• elapsedTime: Object of class difftime containing the time elapsed in seconds

Methods

show:

signature(object = "HARSim"): Shows summary

plot:

signature(x = "HARSim" , y = "missing"): Plot the forecasted series and observed series as well as the residuals

uncmean:

signature(object = "HARSim"): Extracts the unconditional mean from the simulation

coef:

signature(object = "HARSim"): Extracts the coefficients from the simulation

Author(s)

Emil Sjoerup

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